T45 - 3½% Treasury Gilt 2045
Performance Attribution
All figures displayed assume a T+1 settlement date.
| Start Dirty Price: | mark-to-market | £79.664 | Carry: | £0.292 |
|---|---|---|---|---|
| mark-to-model | £79.774 | Rolldown: | £0.028 | |
| End Dirty Price: | mark-to-market | £79.935 | Variation: | £-0.076 |
| mark-to-model | £80.042 | Unexplained: | £0.026 |