T46 - 4¼% Treasury Gilt 2046
Performance Attribution
All figures displayed assume a T+1 settlement date.
| Start Dirty Price: | mark-to-market | £86.490 | Carry: | £0.372 |
|---|---|---|---|---|
| mark-to-model | £86.289 | Rolldown: | £0.024 | |
| End Dirty Price: | mark-to-market | £83.581 | Variation: | £-3.076 |
| mark-to-model | £83.635 | Unexplained: | £-0.228 |