T54 - 4 3/8% Treasury Gilt 2054
Performance Attribution
| Start Dirty Price: | mark-to-market | £87.699 | Carry: | £0.363 |
|---|---|---|---|---|
| mark-to-model | £88.961 | Rolldown: | £-0.010 | |
| End Dirty Price: | mark-to-market | £87.532 | Variation: | £-0.908 |
| mark-to-model | £88.419 | Unexplained: | £0.388 |