T51A - 1¼% Treasury Gilt 2051
Performance Attribution
All figures displayed assume a T+1 settlement date.
| Start Dirty Price: | mark-to-market | £43.074 | Carry: | £0.186 |
|---|---|---|---|---|
| mark-to-model | £43.001 | Rolldown: | £0.003 | |
| End Dirty Price: | mark-to-market | £40.769 | Variation: | £-2.428 |
| mark-to-model | £40.769 | Unexplained: | £-0.066 |