TR4Q - 4¼% Treasury Gilt 2055
Performance Attribution
All figures displayed assume a T+1 settlement date.
| Start Dirty Price: | mark-to-market | £87.806 | Carry: | £-1.769 |
|---|---|---|---|---|
| mark-to-model | £87.853 | Rolldown: | £-0.008 | |
| End Dirty Price: | mark-to-market | £85.163 | Variation: | £-1.085 |
| mark-to-model | £85.027 | Unexplained: | £0.219 |