TG47 - 1½% Treasury Gilt 2047
Performance Attribution
All figures displayed assume a T+1 settlement date.
| Start Dirty Price: | mark-to-market | £51.393 | Carry: | £0.220 |
|---|---|---|---|---|
| mark-to-model | £51.281 | Rolldown: | £0.016 | |
| End Dirty Price: | mark-to-market | £49.164 | Variation: | £-2.439 |
| mark-to-model | £49.085 | Unexplained: | £-0.025 |