TG65 - 2½% Treasury Gilt 2065
Performance Attribution
All figures displayed assume a T+1 settlement date.
| Start Dirty Price: | mark-to-market | £57.669 | Carry: | £0.226 |
|---|---|---|---|---|
| mark-to-model | £58.482 | Rolldown: | £-0.019 | |
| End Dirty Price: | mark-to-market | £52.927 | Variation: | £-4.996 |
| mark-to-model | £53.699 | Unexplained: | £0.047 |