T45 - 3½% Treasury Gilt 2045
Performance Attribution
All figures displayed assume a T+1 settlement date.
| Start Dirty Price: | mark-to-market | £79.074 | Carry: | £0.336 |
|---|---|---|---|---|
| mark-to-model | £79.394 | Rolldown: | £0.032 | |
| End Dirty Price: | mark-to-market | £76.608 | Variation: | £-2.904 |
| mark-to-model | £76.869 | Unexplained: | £0.071 |