T54 - 4 3/8% Treasury Gilt 2054
Performance Attribution
All figures displayed assume a T+1 settlement date.
| Start Dirty Price: | mark-to-market | £90.343 | Carry: | £0.358 |
|---|---|---|---|---|
| mark-to-model | £90.351 | Rolldown: | £-0.002 | |
| End Dirty Price: | mark-to-market | £84.075 | Variation: | £-6.569 |
| mark-to-model | £84.150 | Unexplained: | £-0.055 |