T46 - 4¼% Treasury Gilt 2046
Performance Attribution
All figures displayed assume a T+1 settlement date.
| Start Dirty Price: | mark-to-market | £87.603 | Carry: | £0.375 |
|---|---|---|---|---|
| mark-to-model | £87.782 | Rolldown: | £0.025 | |
| End Dirty Price: | mark-to-market | £84.863 | Variation: | £-3.293 |
| mark-to-model | £84.902 | Unexplained: | £0.153 |