TG44 - 3¼% Treasury Gilt 2044
Performance Attribution
All figures displayed assume a T+1 settlement date.
| Start Dirty Price: | mark-to-market | £74.517 | Carry: | £0.334 |
|---|---|---|---|---|
| mark-to-model | £74.988 | Rolldown: | £0.033 | |
| End Dirty Price: | mark-to-market | £74.310 | Variation: | £-0.805 |
| mark-to-model | £74.584 | Unexplained: | £0.230 |