TR4Q - 4¼% Treasury Gilt 2055
Performance Attribution
All figures displayed assume a T+1 settlement date.
| Start Dirty Price: | mark-to-market | £81.640 | Carry: | £0.353 |
|---|---|---|---|---|
| mark-to-model | £81.491 | Rolldown: | £-0.008 | |
| End Dirty Price: | mark-to-market | £83.029 | Variation: | £0.993 |
| mark-to-model | £82.842 | Unexplained: | £0.050 |