T49 - 4¼% Treasury Gilt 2049
Performance Attribution
All figures displayed assume a T+1 settlement date.
| Start Dirty Price: | mark-to-market | £84.572 | Carry: | £0.340 |
|---|---|---|---|---|
| mark-to-model | £84.369 | Rolldown: | £0.011 | |
| End Dirty Price: | mark-to-market | £87.458 | Variation: | £2.366 |
| mark-to-model | £87.099 | Unexplained: | £0.168 |