T54 - 4 3/8% Treasury Gilt 2054
Performance Attribution
All figures displayed assume a T+1 settlement date.
| Start Dirty Price: | mark-to-market | £85.708 | Carry: | £0.372 |
|---|---|---|---|---|
| mark-to-model | £86.107 | Rolldown: | £-0.006 | |
| End Dirty Price: | mark-to-market | £82.216 | Variation: | £-3.949 |
| mark-to-model | £82.536 | Unexplained: | £0.092 |