TG50 - 0 5/8% Treasury Gilt 2050
Performance Attribution
All figures displayed assume a T+1 settlement date.
| Start Dirty Price: | mark-to-market | £38.575 | Carry: | £0.152 |
|---|---|---|---|---|
| mark-to-model | £38.404 | Rolldown: | £0.007 | |
| End Dirty Price: | mark-to-market | £35.126 | Variation: | £-3.841 |
| mark-to-model | £34.726 | Unexplained: | £0.235 |