TG65 - 2½% Treasury Gilt 2065
Performance Attribution
All figures displayed assume a T+1 settlement date.
| Start Dirty Price: | mark-to-market | £51.135 | Carry: | £0.232 |
|---|---|---|---|---|
| mark-to-model | £51.690 | Rolldown: | £-0.019 | |
| End Dirty Price: | mark-to-market | £51.021 | Variation: | £-0.402 |
| mark-to-model | £51.509 | Unexplained: | £0.076 |