T45 - 3½% Treasury Gilt 2045
Performance Attribution
| Start Dirty Price: | mark-to-market | £80.381 | Carry: | £0.334 |
|---|---|---|---|---|
| mark-to-model | £80.876 | Rolldown: | £0.022 | |
| End Dirty Price: | mark-to-market | £79.790 | Variation: | £-1.168 |
| mark-to-model | £80.098 | Unexplained: | £0.221 |