TR4Q - 4¼% Treasury Gilt 2055
Performance Attribution
All figures displayed assume a T+1 settlement date.
| Start Dirty Price: | mark-to-market | £83.488 | Carry: | £0.360 |
|---|---|---|---|---|
| mark-to-model | £83.404 | Rolldown: | £-0.009 | |
| End Dirty Price: | mark-to-market | £79.641 | Variation: | £-4.237 |
| mark-to-model | £79.555 | Unexplained: | £0.039 |