TR54 - 1 5/8% Treasury Gilt 2054
Performance Attribution
All figures displayed assume a T+1 settlement date.
| Start Dirty Price: | mark-to-market | £46.167 | Carry: | £0.199 |
|---|---|---|---|---|
| mark-to-model | £45.966 | Rolldown: | £-0.005 | |
| End Dirty Price: | mark-to-market | £43.669 | Variation: | £-2.620 |
| mark-to-model | £43.546 | Unexplained: | £-0.072 |