T45 - 3½% Treasury Gilt 2045
Performance Attribution
All figures displayed assume a T+1 settlement date.
| Start Dirty Price: | mark-to-market | £82.004 | Carry: | £0.326 |
|---|---|---|---|---|
| mark-to-model | £82.217 | Rolldown: | £0.032 | |
| End Dirty Price: | mark-to-market | £81.359 | Variation: | £-1.051 |
| mark-to-model | £81.558 | Unexplained: | £0.047 |