TG47 - 1½% Treasury Gilt 2047
Performance Attribution
All figures displayed assume a T+1 settlement date.
| Start Dirty Price: | mark-to-market | £52.780 | Carry: | £-0.551 |
|---|---|---|---|---|
| mark-to-model | £52.502 | Rolldown: | £0.012 | |
| End Dirty Price: | mark-to-market | £50.066 | Variation: | £-2.007 |
| mark-to-model | £49.964 | Unexplained: | £-0.168 |