TG65 - 2½% Treasury Gilt 2065
Performance Attribution
All figures displayed assume a T+1 settlement date.
| Start Dirty Price: | mark-to-market | £56.775 | Carry: | £-1.038 |
|---|---|---|---|---|
| mark-to-model | £57.814 | Rolldown: | £-0.023 | |
| End Dirty Price: | mark-to-market | £53.063 | Variation: | £-2.832 |
| mark-to-model | £53.929 | Unexplained: | £0.181 |