TG47 - 1½% Treasury Gilt 2047
Performance Attribution
All figures displayed assume a T+1 settlement date.
| Start Dirty Price: | mark-to-market | £49.526 | Carry: | £0.226 |
|---|---|---|---|---|
| mark-to-model | £49.702 | Rolldown: | £0.017 | |
| End Dirty Price: | mark-to-market | £49.101 | Variation: | £-0.659 |
| mark-to-model | £49.309 | Unexplained: | £-0.009 |