TG44 - 3¼% Treasury Gilt 2044
Performance Attribution
All figures displayed assume a T+1 settlement date.
| Start Dirty Price: | mark-to-market | £75.738 | Carry: | £0.298 |
|---|---|---|---|---|
| mark-to-model | £76.024 | Rolldown: | £0.035 | |
| End Dirty Price: | mark-to-market | £77.945 | Variation: | £2.008 |
| mark-to-model | £78.376 | Unexplained: | £-0.134 |