T49 - 4¼% Treasury Gilt 2049
Performance Attribution
All figures displayed assume a T+1 settlement date.
| Start Dirty Price: | mark-to-market | £89.285 | Carry: | £0.368 |
|---|---|---|---|---|
| mark-to-model | £89.009 | Rolldown: | £0.012 | |
| End Dirty Price: | mark-to-market | £88.329 | Variation: | £-1.382 |
| mark-to-model | £88.031 | Unexplained: | £0.046 |