T54 - 4 3/8% Treasury Gilt 2054
Performance Attribution
All figures displayed assume a T+1 settlement date.
| Start Dirty Price: | mark-to-market | £85.012 | Carry: | £0.356 |
|---|---|---|---|---|
| mark-to-model | £85.056 | Rolldown: | £-0.003 | |
| End Dirty Price: | mark-to-market | £86.403 | Variation: | £0.995 |
| mark-to-model | £86.416 | Unexplained: | £0.043 |