TR54 - 1 5/8% Treasury Gilt 2054
Performance Attribution
All figures displayed assume a T+1 settlement date.
| Start Dirty Price: | mark-to-market | £46.905 | Carry: | £0.178 |
|---|---|---|---|---|
| mark-to-model | £46.699 | Rolldown: | £-0.006 | |
| End Dirty Price: | mark-to-market | £44.865 | Variation: | £-2.217 |
| mark-to-model | £44.660 | Unexplained: | £0.005 |