T49 - 4¼% Treasury Gilt 2049
Performance Attribution
All figures displayed assume a T+1 settlement date.
| Start Dirty Price: | mark-to-market | £89.706 | Carry: | £-1.764 |
|---|---|---|---|---|
| mark-to-model | £89.360 | Rolldown: | £0.013 | |
| End Dirty Price: | mark-to-market | £86.873 | Variation: | £-1.127 |
| mark-to-model | £86.519 | Unexplained: | £0.045 |