TR54 - 1 5/8% Treasury Gilt 2054
Performance Attribution
All figures displayed assume a T+1 settlement date.
| Start Dirty Price: | mark-to-market | £49.125 | Carry: | £0.194 |
|---|---|---|---|---|
| mark-to-model | £49.096 | Rolldown: | £-0.002 | |
| End Dirty Price: | mark-to-market | £45.049 | Variation: | £-4.405 |
| mark-to-model | £44.891 | Unexplained: | £0.136 |