T46 - 4¼% Treasury Gilt 2046

Performance Attribution
All figures displayed assume a T+1 settlement date.
Start Dirty Price: mark-to-market £85.300 Carry: £0.365
mark-to-model £85.233 Rolldown: £0.026
End Dirty Price: mark-to-market £86.549 Variation: £0.739
mark-to-model £86.376 Unexplained: £0.119