TG65 - 2½% Treasury Gilt 2065
Performance Attribution
All figures displayed assume a T+1 settlement date.
| Start Dirty Price: | mark-to-market | £53.718 | Carry: | £0.220 |
|---|---|---|---|---|
| mark-to-model | £54.277 | Rolldown: | £-0.021 | |
| End Dirty Price: | mark-to-market | £54.568 | Variation: | £0.673 |
| mark-to-model | £55.158 | Unexplained: | £-0.023 |