TG46 - 0 7/8% Treasury Gilt 2046
Performance Attribution
All figures displayed assume a T+1 settlement date.
| Start Dirty Price: | mark-to-market | £47.500 | Carry: | £0.190 |
|---|---|---|---|---|
| mark-to-model | £47.498 | Rolldown: | £0.021 | |
| End Dirty Price: | mark-to-market | £46.916 | Variation: | £-0.782 |
| mark-to-model | £46.947 | Unexplained: | £-0.013 |