T49 - 4¼% Treasury Gilt 2049
Performance Attribution
All figures displayed assume a T+1 settlement date.
| Start Dirty Price: | mark-to-market | £86.691 | Carry: | £0.356 |
|---|---|---|---|---|
| mark-to-model | £86.860 | Rolldown: | £0.011 | |
| End Dirty Price: | mark-to-market | £84.241 | Variation: | £-2.920 |
| mark-to-model | £84.332 | Unexplained: | £0.103 |