TR4Q - 4¼% Treasury Gilt 2055
Performance Attribution
All figures displayed assume a T+1 settlement date.
| Start Dirty Price: | mark-to-market | £80.521 | Carry: | £0.369 |
|---|---|---|---|---|
| mark-to-model | £80.315 | Rolldown: | £-0.006 | |
| End Dirty Price: | mark-to-market | £80.204 | Variation: | £-0.756 |
| mark-to-model | £79.959 | Unexplained: | £0.076 |