TR4Q - 4¼% Treasury Gilt 2055
Performance Attribution
All figures displayed assume a T+1 settlement date.
| Start Dirty Price: | mark-to-market | £85.136 | Carry: | £0.326 |
|---|---|---|---|---|
| mark-to-model | £85.773 | Rolldown: | £-0.012 | |
| End Dirty Price: | mark-to-market | £82.311 | Variation: | £-3.364 |
| mark-to-model | £82.735 | Unexplained: | £0.225 |