TG50 - 0 5/8% Treasury Gilt 2050
Performance Attribution
All figures displayed assume a T+1 settlement date.
| Start Dirty Price: | mark-to-market | £35.070 | Carry: | £0.155 |
|---|---|---|---|---|
| mark-to-model | £34.788 | Rolldown: | £0.005 | |
| End Dirty Price: | mark-to-market | £32.984 | Variation: | £-2.365 |
| mark-to-model | £32.594 | Unexplained: | £0.119 |