T54 - 4 3/8% Treasury Gilt 2054
Performance Attribution
All figures displayed assume a T+1 settlement date.
| Start Dirty Price: | mark-to-market | £89.128 | Carry: | £0.363 |
|---|---|---|---|---|
| mark-to-model | £89.284 | Rolldown: | £-0.004 | |
| End Dirty Price: | mark-to-market | £88.569 | Variation: | £-1.116 |
| mark-to-model | £88.565 | Unexplained: | £0.197 |