TG46 - 0 7/8% Treasury Gilt 2046
Performance Attribution
All figures displayed assume a T+1 settlement date.
| Start Dirty Price: | mark-to-market | £48.369 | Carry: | £-0.241 |
|---|---|---|---|---|
| mark-to-model | £48.476 | Rolldown: | £0.019 | |
| End Dirty Price: | mark-to-market | £47.329 | Variation: | £-0.869 |
| mark-to-model | £47.398 | Unexplained: | £0.050 |