TR4Q - 4¼% Treasury Gilt 2055
Performance Attribution
Start Dirty Price: | mark-to-market | £88.067 | Carry: | £0.359 |
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mark-to-model | £88.604 | Rolldown: | £-0.013 | |
End Dirty Price: | mark-to-market | £86.599 | Variation: | £-1.416 |
mark-to-model | £87.546 | Unexplained: | £-0.398 |