T54 - 4 3/8% Treasury Gilt 2054
Performance Attribution
All figures displayed assume a T+1 settlement date.
| Start Dirty Price: | mark-to-market | £83.740 | Carry: | £0.340 |
|---|---|---|---|---|
| mark-to-model | £84.063 | Rolldown: | £-0.006 | |
| End Dirty Price: | mark-to-market | £86.963 | Variation: | £2.540 |
| mark-to-model | £86.949 | Unexplained: | £0.349 |