TG44 - 3¼% Treasury Gilt 2044
Performance Attribution
All figures displayed assume a T+1 settlement date.
| Start Dirty Price: | mark-to-market | £76.113 | Carry: | £0.324 |
|---|---|---|---|---|
| mark-to-model | £76.458 | Rolldown: | £0.034 | |
| End Dirty Price: | mark-to-market | £73.581 | Variation: | £-2.748 |
| mark-to-model | £74.090 | Unexplained: | £-0.142 |