T45 - 3½% Treasury Gilt 2045
Performance Attribution
All figures displayed assume a T+1 settlement date.
| Start Dirty Price: | mark-to-market | £76.362 | Carry: | £0.344 |
|---|---|---|---|---|
| mark-to-model | £76.644 | Rolldown: | £0.030 | |
| End Dirty Price: | mark-to-market | £76.367 | Variation: | £-0.434 |
| mark-to-model | £76.619 | Unexplained: | £0.065 |