Particle and energy confinement of ions during ion cyclotron heating (ICH) in the centre cell of a tandem mirror is simulated by a Monte Carlo code. The interaction of the ion cyclotron wave with the ions is calculated using reduced equations of motion, and Coulomb collisions are modelled using a Monte Carlo algorithm. An axial electrostatic potential profile is generated by an iteration procedure, assuming Maxwellian electrons. The axial profile of neutral gas which fuels the ions from a localized gas box is determined from a neutral particle Monte Carlo code. Steady state calculations are reported for the Tandem Mirror Experiment Upgrade (TMX-U). The calculated energy confinement time τE is about twice that measured for off-midplane fuelling. The calculated τE can be decreased to the experimental value by either introducing extra gas at the ICH antenna to model the effect of ions striking the antenna or assuming anomalous radial loss. However, the enhanced radial loss also increases the end loss current well above that measured. Experimental and calculated τE agree more closely for midplane fuelling with heating from one antenna.