TG65 - 2½% Treasury Gilt 2065
Performance Attribution
All figures displayed assume a T+1 settlement date.
| Start Dirty Price: | mark-to-market | £54.708 | Carry: | £0.232 |
|---|---|---|---|---|
| mark-to-model | £55.545 | Rolldown: | £-0.023 | |
| End Dirty Price: | mark-to-market | £51.739 | Variation: | £-2.916 |
| mark-to-model | £52.845 | Unexplained: | £-0.262 |