TG47 - 1½% Treasury Gilt 2047
Performance Attribution
All figures displayed assume a T+1 settlement date.
| Start Dirty Price: | mark-to-market | £50.392 | Carry: | £0.227 |
|---|---|---|---|---|
| mark-to-model | £50.477 | Rolldown: | £0.016 | |
| End Dirty Price: | mark-to-market | £50.410 | Variation: | £-0.136 |
| mark-to-model | £50.591 | Unexplained: | £-0.088 |