TG46 - 0 7/8% Treasury Gilt 2046
Performance Attribution
All figures displayed assume a T+1 settlement date.
| Start Dirty Price: | mark-to-market | £44.386 | Carry: | £0.176 |
|---|---|---|---|---|
| mark-to-model | £44.323 | Rolldown: | £0.019 | |
| End Dirty Price: | mark-to-market | £46.013 | Variation: | £1.555 |
| mark-to-model | £46.081 | Unexplained: | £-0.124 |