T45 - 3½% Treasury Gilt 2045
Performance Attribution
All figures displayed assume a T+1 settlement date.
| Start Dirty Price: | mark-to-market | £81.210 | Carry: | £-1.444 |
|---|---|---|---|---|
| mark-to-model | £81.484 | Rolldown: | £0.026 | |
| End Dirty Price: | mark-to-market | £77.430 | Variation: | £-2.350 |
| mark-to-model | £77.728 | Unexplained: | £-0.012 |