T54 - 4 3/8% Treasury Gilt 2054
Performance Attribution
All figures displayed assume a T+1 settlement date.
| Start Dirty Price: | mark-to-market | £83.979 | Carry: | £0.381 |
|---|---|---|---|---|
| mark-to-model | £84.036 | Rolldown: | £-0.004 | |
| End Dirty Price: | mark-to-market | £84.053 | Variation: | £-0.337 |
| mark-to-model | £84.089 | Unexplained: | £0.034 |