T54 - 4 3/8% Treasury Gilt 2054
Performance Attribution
All figures displayed assume a T+1 settlement date.
| Start Dirty Price: | mark-to-market | £91.097 | Carry: | £-1.813 |
|---|---|---|---|---|
| mark-to-model | £91.223 | Rolldown: | £-0.004 | |
| End Dirty Price: | mark-to-market | £87.733 | Variation: | £-1.559 |
| mark-to-model | £87.870 | Unexplained: | £0.013 |