T54 - 4 3/8% Treasury Gilt 2054
Performance Attribution
All figures displayed assume a T+1 settlement date.
| Start Dirty Price: | mark-to-market | £88.578 | Carry: | £0.340 |
|---|---|---|---|---|
| mark-to-model | £89.276 | Rolldown: | £-0.009 | |
| End Dirty Price: | mark-to-market | £85.787 | Variation: | £-3.331 |
| mark-to-model | £86.290 | Unexplained: | £0.208 |