T45 - 3½% Treasury Gilt 2045
Performance Attribution
| Start Dirty Price: | mark-to-market | £80.666 | Carry: | £0.326 |
|---|---|---|---|---|
| mark-to-model | £81.065 | Rolldown: | £0.027 | |
| End Dirty Price: | mark-to-market | £80.336 | Variation: | £-0.796 |
| mark-to-model | £80.633 | Unexplained: | £0.113 |