TR4Q - 4¼% Treasury Gilt 2055
Performance Attribution
All figures displayed assume a T+1 settlement date.
| Start Dirty Price: | mark-to-market | £84.433 | Carry: | £0.366 |
|---|---|---|---|---|
| mark-to-model | £84.732 | Rolldown: | £-0.010 | |
| End Dirty Price: | mark-to-market | £80.923 | Variation: | £-3.958 |
| mark-to-model | £81.142 | Unexplained: | £0.093 |