TG65 - 2½% Treasury Gilt 2065
Performance Attribution
All figures displayed assume a T+1 settlement date.
| Start Dirty Price: | mark-to-market | £54.334 | Carry: | £0.202 |
|---|---|---|---|---|
| mark-to-model | £55.173 | Rolldown: | £-0.017 | |
| End Dirty Price: | mark-to-market | £54.578 | Variation: | £0.092 |
| mark-to-model | £55.466 | Unexplained: | £-0.034 |