TG47 - 1½% Treasury Gilt 2047
Performance Attribution
All figures displayed assume a T+1 settlement date.
| Start Dirty Price: | mark-to-market | £51.064 | Carry: | £0.220 |
|---|---|---|---|---|
| mark-to-model | £51.200 | Rolldown: | £0.017 | |
| End Dirty Price: | mark-to-market | £51.908 | Variation: | £0.634 |
| mark-to-model | £52.078 | Unexplained: | £-0.026 |