TG49 - 1¾% Treasury Gilt 2049
Performance Attribution
All figures displayed assume a T+1 settlement date.
| Start Dirty Price: | mark-to-market | £52.376 | Carry: | £0.225 |
|---|---|---|---|---|
| mark-to-model | £52.218 | Rolldown: | £0.011 | |
| End Dirty Price: | mark-to-market | £49.661 | Variation: | £-2.838 |
| mark-to-model | £49.639 | Unexplained: | £-0.113 |