T49 - 4¼% Treasury Gilt 2049
Performance Attribution
All figures displayed assume a T+1 settlement date.
| Start Dirty Price: | mark-to-market | £85.608 | Carry: | £0.367 |
|---|---|---|---|---|
| mark-to-model | £85.189 | Rolldown: | £0.011 | |
| End Dirty Price: | mark-to-market | £81.991 | Variation: | £-3.876 |
| mark-to-model | £81.730 | Unexplained: | £-0.119 |