TG65 - 2½% Treasury Gilt 2065
Performance Attribution
All figures displayed assume a T+1 settlement date.
| Start Dirty Price: | mark-to-market | £56.832 | Carry: | £0.232 |
|---|---|---|---|---|
| mark-to-model | £57.738 | Rolldown: | £-0.021 | |
| End Dirty Price: | mark-to-market | £55.613 | Variation: | £-1.456 |
| mark-to-model | £56.509 | Unexplained: | £0.025 |