TG65 - 2½% Treasury Gilt 2065
Performance Attribution
All figures displayed assume a T+1 settlement date.
| Start Dirty Price: | mark-to-market | £53.520 | Carry: | £0.227 |
|---|---|---|---|---|
| mark-to-model | £54.224 | Rolldown: | £-0.019 | |
| End Dirty Price: | mark-to-market | £50.521 | Variation: | £-3.315 |
| mark-to-model | £51.140 | Unexplained: | £0.108 |