TG57 - 1¾% Treasury Gilt 2057
Performance Attribution
All figures displayed assume a T+1 settlement date.
| Start Dirty Price: | mark-to-market | £43.276 | Carry: | £0.198 |
|---|---|---|---|---|
| mark-to-model | £43.194 | Rolldown: | £-0.007 | |
| End Dirty Price: | mark-to-market | £42.964 | Variation: | £-0.522 |
| mark-to-model | £42.883 | Unexplained: | £0.018 |