T54 - 4 3/8% Treasury Gilt 2054
Performance Attribution
All figures displayed assume a T+1 settlement date.
| Start Dirty Price: | mark-to-market | £84.696 | Carry: | £0.366 |
|---|---|---|---|---|
| mark-to-model | £84.810 | Rolldown: | £-0.005 | |
| End Dirty Price: | mark-to-market | £80.873 | Variation: | £-4.224 |
| mark-to-model | £80.986 | Unexplained: | £0.039 |