TR43 - 4¾% Treasury Gilt 2043
Performance Attribution
All figures displayed assume a T+1 settlement date.
| Start Dirty Price: | mark-to-market | £96.090 | Carry: | £0.405 |
|---|---|---|---|---|
| mark-to-model | £96.591 | Rolldown: | £0.042 | |
| End Dirty Price: | mark-to-market | £93.472 | Variation: | £-3.110 |
| mark-to-model | £93.943 | Unexplained: | £0.045 |