TG65 - 2½% Treasury Gilt 2065
Performance Attribution
All figures displayed assume a T+1 settlement date.
| Start Dirty Price: | mark-to-market | £56.654 | Carry: | £0.227 |
|---|---|---|---|---|
| mark-to-model | £57.618 | Rolldown: | £-0.021 | |
| End Dirty Price: | mark-to-market | £56.162 | Variation: | £-0.655 |
| mark-to-model | £57.194 | Unexplained: | £-0.045 |