T49 - 4¼% Treasury Gilt 2049

Performance Attribution
All figures displayed assume a T+1 settlement date.
Start Dirty Price: mark-to-market £86.707 Carry: £0.323
mark-to-model £86.414 Rolldown: £0.011
End Dirty Price: mark-to-market £87.134 Variation: £-0.005
mark-to-model £86.768 Unexplained: £0.098