T45 - 3½% Treasury Gilt 2045
Performance Attribution
All figures displayed assume a T+1 settlement date.
| Start Dirty Price: | mark-to-market | £78.947 | Carry: | £0.323 |
|---|---|---|---|---|
| mark-to-model | £79.201 | Rolldown: | £0.031 | |
| End Dirty Price: | mark-to-market | £80.177 | Variation: | £0.761 |
| mark-to-model | £80.328 | Unexplained: | £0.115 |