TG44 - 3¼% Treasury Gilt 2044
Performance Attribution
All figures displayed assume a T+1 settlement date.
| Start Dirty Price: | mark-to-market | £80.860 | Carry: | £0.310 |
|---|---|---|---|---|
| mark-to-model | £81.199 | Rolldown: | £0.037 | |
| End Dirty Price: | mark-to-market | £75.829 | Variation: | £-5.328 |
| mark-to-model | £76.230 | Unexplained: | £-0.050 |