TG65 - 2½% Treasury Gilt 2065
Performance Attribution
All figures displayed assume a T+1 settlement date.
| Start Dirty Price: | mark-to-market | £52.901 | Carry: | £0.210 |
|---|---|---|---|---|
| mark-to-model | £53.837 | Rolldown: | £-0.022 | |
| End Dirty Price: | mark-to-market | £55.151 | Variation: | £2.066 |
| mark-to-model | £56.099 | Unexplained: | £-0.004 |