T45 - 3½% Treasury Gilt 2045
Performance Attribution
All figures displayed assume a T+1 settlement date.
| Start Dirty Price: | mark-to-market | £77.780 | Carry: | £0.308 |
|---|---|---|---|---|
| mark-to-model | £77.863 | Rolldown: | £0.031 | |
| End Dirty Price: | mark-to-market | £80.136 | Variation: | £2.081 |
| mark-to-model | £80.293 | Unexplained: | £-0.063 |