TR54 - 1 5/8% Treasury Gilt 2054
Performance Attribution
All figures displayed assume a T+1 settlement date.
| Start Dirty Price: | mark-to-market | £44.534 | Carry: | £-0.632 |
|---|---|---|---|---|
| mark-to-model | £44.528 | Rolldown: | £-0.005 | |
| End Dirty Price: | mark-to-market | £45.626 | Variation: | £1.689 |
| mark-to-model | £45.587 | Unexplained: | £0.039 |