TG44 - 3¼% Treasury Gilt 2044

Performance Attribution
All figures displayed assume a T+1 settlement date.
Start Dirty Price: mark-to-market £77.602 Carry: £0.294
mark-to-model £77.912 Rolldown: £0.032
End Dirty Price: mark-to-market £77.843 Variation: £-0.093
mark-to-model £78.156 Unexplained: £0.009