T51A - 1¼% Treasury Gilt 2051
Performance Attribution
All figures displayed assume a T+1 settlement date.
| Start Dirty Price: | mark-to-market | £41.770 | Carry: | £-0.434 |
|---|---|---|---|---|
| mark-to-model | £41.901 | Rolldown: | £0.005 | |
| End Dirty Price: | mark-to-market | £40.838 | Variation: | £-0.438 |
| mark-to-model | £41.053 | Unexplained: | £-0.065 |