TG44 - 3¼% Treasury Gilt 2044
Performance Attribution
All figures displayed assume a T+1 settlement date.
| Start Dirty Price: | mark-to-market | £76.985 | Carry: | £0.325 |
|---|---|---|---|---|
| mark-to-model | £77.477 | Rolldown: | £0.036 | |
| End Dirty Price: | mark-to-market | £74.629 | Variation: | £-2.755 |
| mark-to-model | £75.094 | Unexplained: | £0.037 |