TR43 - 4¾% Treasury Gilt 2043
Performance Attribution
All figures displayed assume a T+1 settlement date.
| Start Dirty Price: | mark-to-market | £96.415 | Carry: | £0.360 |
|---|---|---|---|---|
| mark-to-model | £96.824 | Rolldown: | £0.035 | |
| End Dirty Price: | mark-to-market | £94.298 | Variation: | £-2.484 |
| mark-to-model | £94.749 | Unexplained: | £-0.028 |