T45 - 3½% Treasury Gilt 2045
Performance Attribution
| Start Dirty Price: | mark-to-market | £82.505 | Carry: | £-1.415 |
|---|---|---|---|---|
| mark-to-model | £82.944 | Rolldown: | £0.018 | |
| End Dirty Price: | mark-to-market | £79.810 | Variation: | £-1.332 |
| mark-to-model | £80.226 | Unexplained: | £0.034 |