TR4Q - 4¼% Treasury Gilt 2055
Performance Attribution
All figures displayed assume a T+1 settlement date.
| Start Dirty Price: | mark-to-market | £81.746 | Carry: | £0.354 |
|---|---|---|---|---|
| mark-to-model | £81.531 | Rolldown: | £-0.006 | |
| End Dirty Price: | mark-to-market | £80.744 | Variation: | £-1.358 |
| mark-to-model | £80.534 | Unexplained: | £0.008 |