T45 - 3½% Treasury Gilt 2045
Performance Attribution
All figures displayed assume a T+1 settlement date.
| Start Dirty Price: | mark-to-market | £83.067 | Carry: | £0.321 |
|---|---|---|---|---|
| mark-to-model | £83.205 | Rolldown: | £0.033 | |
| End Dirty Price: | mark-to-market | £77.867 | Variation: | £-5.523 |
| mark-to-model | £78.047 | Unexplained: | £-0.031 |