TG46 - 0 7/8% Treasury Gilt 2046
Performance Attribution
All figures displayed assume a T+1 settlement date.
| Start Dirty Price: | mark-to-market | £44.799 | Carry: | £-0.235 |
|---|---|---|---|---|
| mark-to-model | £44.998 | Rolldown: | £0.020 | |
| End Dirty Price: | mark-to-market | £44.010 | Variation: | £-0.608 |
| mark-to-model | £44.195 | Unexplained: | £0.035 |