TR43 - 4¾% Treasury Gilt 2043
Performance Attribution
All figures displayed assume a T+1 settlement date.
| Start Dirty Price: | mark-to-market | £96.987 | Carry: | £0.382 |
|---|---|---|---|---|
| mark-to-model | £97.414 | Rolldown: | £0.042 | |
| End Dirty Price: | mark-to-market | £96.315 | Variation: | £-1.164 |
| mark-to-model | £96.714 | Unexplained: | £0.068 |