TG46 - 0 7/8% Treasury Gilt 2046
Performance Attribution
All figures displayed assume a T+1 settlement date.
| Start Dirty Price: | mark-to-market | £48.813 | Carry: | £0.190 |
|---|---|---|---|---|
| mark-to-model | £48.940 | Rolldown: | £0.021 | |
| End Dirty Price: | mark-to-market | £44.895 | Variation: | £-4.174 |
| mark-to-model | £44.985 | Unexplained: | £0.045 |