T51A - 1¼% Treasury Gilt 2051
Performance Attribution
All figures displayed assume a T+1 settlement date.
| Start Dirty Price: | mark-to-market | £45.821 | Carry: | £-0.436 |
|---|---|---|---|---|
| mark-to-model | £45.987 | Rolldown: | £0.004 | |
| End Dirty Price: | mark-to-market | £44.495 | Variation: | £-0.960 |
| mark-to-model | £44.607 | Unexplained: | £0.067 |