TG47 - 1½% Treasury Gilt 2047
Performance Attribution
All figures displayed assume a T+1 settlement date.
| Start Dirty Price: | mark-to-market | £49.988 | Carry: | £0.200 |
|---|---|---|---|---|
| mark-to-model | £49.921 | Rolldown: | £0.015 | |
| End Dirty Price: | mark-to-market | £51.822 | Variation: | £1.680 |
| mark-to-model | £51.824 | Unexplained: | £-0.061 |