TG46 - 0 7/8% Treasury Gilt 2046
Performance Attribution
All figures displayed assume a T+1 settlement date.
| Start Dirty Price: | mark-to-market | £46.636 | Carry: | £0.175 |
|---|---|---|---|---|
| mark-to-model | £46.398 | Rolldown: | £0.016 | |
| End Dirty Price: | mark-to-market | £44.903 | Variation: | £-1.797 |
| mark-to-model | £44.798 | Unexplained: | £-0.126 |