T45 - 3½% Treasury Gilt 2045
Performance Attribution
All figures displayed assume a T+1 settlement date.
| Start Dirty Price: | mark-to-market | £77.994 | Carry: | £0.347 |
|---|---|---|---|---|
| mark-to-model | £78.230 | Rolldown: | £0.030 | |
| End Dirty Price: | mark-to-market | £78.144 | Variation: | £-0.144 |
| mark-to-model | £78.474 | Unexplained: | £-0.082 |