T54 - 4 3/8% Treasury Gilt 2054
Performance Attribution
All figures displayed assume a T+1 settlement date.
| Start Dirty Price: | mark-to-market | £83.914 | Carry: | £-1.806 |
|---|---|---|---|---|
| mark-to-model | £83.922 | Rolldown: | £-0.002 | |
| End Dirty Price: | mark-to-market | £81.452 | Variation: | £-0.741 |
| mark-to-model | £81.410 | Unexplained: | £0.087 |