TG47 - 1½% Treasury Gilt 2047
Performance Attribution
All figures displayed assume a T+1 settlement date.
| Start Dirty Price: | mark-to-market | £53.771 | Carry: | £0.220 |
|---|---|---|---|---|
| mark-to-model | £53.759 | Rolldown: | £0.016 | |
| End Dirty Price: | mark-to-market | £53.009 | Variation: | £-0.959 |
| mark-to-model | £53.051 | Unexplained: | £-0.040 |