TG65 - 2½% Treasury Gilt 2065

Performance Attribution
All figures displayed assume a T+1 settlement date.
Start Dirty Price: mark-to-market £53.638 Carry: £-1.020
mark-to-model £54.148 Rolldown: £-0.019
End Dirty Price: mark-to-market £51.495 Variation: £-1.067
mark-to-model £52.050 Unexplained: £-0.037