TR43 - 4¾% Treasury Gilt 2043
Performance Attribution
All figures displayed assume a T+1 settlement date.
| Start Dirty Price: | mark-to-market | £92.545 | Carry: | £0.392 |
|---|---|---|---|---|
| mark-to-model | £92.822 | Rolldown: | £0.040 | |
| End Dirty Price: | mark-to-market | £89.687 | Variation: | £-3.112 |
| mark-to-model | £90.169 | Unexplained: | £-0.177 |