TR54 - 1 5/8% Treasury Gilt 2054
Performance Attribution
All figures displayed assume a T+1 settlement date.
| Start Dirty Price: | mark-to-market | £48.379 | Carry: | £0.200 |
|---|---|---|---|---|
| mark-to-model | £48.291 | Rolldown: | £-0.003 | |
| End Dirty Price: | mark-to-market | £47.472 | Variation: | £-1.052 |
| mark-to-model | £47.449 | Unexplained: | £-0.052 |