TG57 - 1¾% Treasury Gilt 2057
Performance Attribution
All figures displayed assume a T+1 settlement date.
| Start Dirty Price: | mark-to-market | £44.986 | Carry: | £-0.679 |
|---|---|---|---|---|
| mark-to-model | £44.945 | Rolldown: | £-0.007 | |
| End Dirty Price: | mark-to-market | £43.426 | Variation: | £-0.925 |
| mark-to-model | £43.340 | Unexplained: | £0.052 |