T45 - 3½% Treasury Gilt 2045
Performance Attribution
All figures displayed assume a T+1 settlement date.
| Start Dirty Price: | mark-to-market | £78.662 | Carry: | £0.333 |
|---|---|---|---|---|
| mark-to-model | £78.766 | Rolldown: | £0.030 | |
| End Dirty Price: | mark-to-market | £75.472 | Variation: | £-3.365 |
| mark-to-model | £75.798 | Unexplained: | £-0.188 |