T54 - 4 3/8% Treasury Gilt 2054
Performance Attribution
All figures displayed assume a T+1 settlement date.
| Start Dirty Price: | mark-to-market | £86.019 | Carry: | £0.348 |
|---|---|---|---|---|
| mark-to-model | £86.130 | Rolldown: | £-0.003 | |
| End Dirty Price: | mark-to-market | £86.449 | Variation: | £0.047 |
| mark-to-model | £86.535 | Unexplained: | £0.038 |