TG46 - 0 7/8% Treasury Gilt 2046
Performance Attribution
All figures displayed assume a T+1 settlement date.
| Start Dirty Price: | mark-to-market | £45.650 | Carry: | £0.194 |
|---|---|---|---|---|
| mark-to-model | £45.576 | Rolldown: | £0.020 | |
| End Dirty Price: | mark-to-market | £43.633 | Variation: | £-2.203 |
| mark-to-model | £43.594 | Unexplained: | £-0.028 |