T49 - 4¼% Treasury Gilt 2049
Performance Attribution
All figures displayed assume a T+1 settlement date.
| Start Dirty Price: | mark-to-market | £90.782 | Carry: | £0.356 |
|---|---|---|---|---|
| mark-to-model | £90.386 | Rolldown: | £0.014 | |
| End Dirty Price: | mark-to-market | £84.963 | Variation: | £-6.270 |
| mark-to-model | £84.499 | Unexplained: | £0.079 |