TG57 - 1¾% Treasury Gilt 2057
Performance Attribution
All figures displayed assume a T+1 settlement date.
| Start Dirty Price: | mark-to-market | £45.078 | Carry: | £0.194 |
|---|---|---|---|---|
| mark-to-model | £44.957 | Rolldown: | £-0.008 | |
| End Dirty Price: | mark-to-market | £45.873 | Variation: | £0.674 |
| mark-to-model | £45.824 | Unexplained: | £-0.065 |