TG49 - 1¾% Treasury Gilt 2049
Performance Attribution
All figures displayed assume a T+1 settlement date.
| Start Dirty Price: | mark-to-market | £54.495 | Carry: | £-0.669 |
|---|---|---|---|---|
| mark-to-model | £54.091 | Rolldown: | £0.008 | |
| End Dirty Price: | mark-to-market | £51.555 | Variation: | £-2.131 |
| mark-to-model | £51.308 | Unexplained: | £-0.148 |