T45 - 3½% Treasury Gilt 2045
Performance Attribution
All figures displayed assume a T+1 settlement date.
| Start Dirty Price: | mark-to-market | £81.763 | Carry: | £0.331 |
|---|---|---|---|---|
| mark-to-model | £81.882 | Rolldown: | £0.030 | |
| End Dirty Price: | mark-to-market | £80.982 | Variation: | £-1.131 |
| mark-to-model | £81.136 | Unexplained: | £-0.013 |