TG47 - 1½% Treasury Gilt 2047
Performance Attribution
All figures displayed assume a T+1 settlement date.
| Start Dirty Price: | mark-to-market | £54.622 | Carry: | £0.214 |
|---|---|---|---|---|
| mark-to-model | £54.722 | Rolldown: | £0.018 | |
| End Dirty Price: | mark-to-market | £50.431 | Variation: | £-4.503 |
| mark-to-model | £50.458 | Unexplained: | £0.081 |