TR43 - 4¾% Treasury Gilt 2043
Performance Attribution
All figures displayed assume a T+1 settlement date.
| Start Dirty Price: | mark-to-market | £100.229 | Carry: | £0.383 |
|---|---|---|---|---|
| mark-to-model | £100.473 | Rolldown: | £0.043 | |
| End Dirty Price: | mark-to-market | £94.501 | Variation: | £-6.009 |
| mark-to-model | £94.903 | Unexplained: | £-0.145 |