TG46 - 0 7/8% Treasury Gilt 2046
Performance Attribution
All figures displayed assume a T+1 settlement date.
| Start Dirty Price: | mark-to-market | £44.882 | Carry: | £0.201 |
|---|---|---|---|---|
| mark-to-model | £45.022 | Rolldown: | £0.019 | |
| End Dirty Price: | mark-to-market | £44.927 | Variation: | £-0.114 |
| mark-to-model | £45.134 | Unexplained: | £-0.061 |