TG47 - 1½% Treasury Gilt 2047
Performance Attribution
All figures displayed assume a T+1 settlement date.
| Start Dirty Price: | mark-to-market | £53.485 | Carry: | £0.215 |
|---|---|---|---|---|
| mark-to-model | £53.386 | Rolldown: | £0.017 | |
| End Dirty Price: | mark-to-market | £52.825 | Variation: | £-0.830 |
| mark-to-model | £52.811 | Unexplained: | £-0.062 |