T25 - 2% Treasury Gilt 2025
Performance Attribution
All figures displayed assume a T+1 settlement date.
| Start Dirty Price: | mark-to-market | £100.625 | Carry: | £-0.688 |
|---|---|---|---|---|
| mark-to-model | £100.636 | Rolldown: | £-0.000 | |
| End Dirty Price: | mark-to-market | £99.964 | Variation: | £-0.001 |
| mark-to-model | £99.958 | Unexplained: | £0.027 |