TG57 - 1¾% Treasury Gilt 2057
Performance Attribution
All figures displayed assume a T+1 settlement date.
| Start Dirty Price: | mark-to-market | £44.421 | Carry: | £0.193 |
|---|---|---|---|---|
| mark-to-model | £44.404 | Rolldown: | £-0.008 | |
| End Dirty Price: | mark-to-market | £42.341 | Variation: | £-2.368 |
| mark-to-model | £42.233 | Unexplained: | £0.104 |