TR4Q - 4¼% Treasury Gilt 2055
Performance Attribution
All figures displayed assume a T+1 settlement date.
| Start Dirty Price: | mark-to-market | £87.715 | Carry: | £0.362 |
|---|---|---|---|---|
| mark-to-model | £87.647 | Rolldown: | £-0.008 | |
| End Dirty Price: | mark-to-market | £86.539 | Variation: | £-1.583 |
| mark-to-model | £86.442 | Unexplained: | £0.052 |