T52 - 3¾% Treasury Gilt 2052
Performance Attribution
All figures displayed assume a T+1 settlement date.
| Start Dirty Price: | mark-to-market | £81.934 | Carry: | £0.323 |
|---|---|---|---|---|
| mark-to-model | £81.689 | Rolldown: | £0.004 | |
| End Dirty Price: | mark-to-market | £76.285 | Variation: | £-6.031 |
| mark-to-model | £75.997 | Unexplained: | £0.054 |