TR54 - 1 5/8% Treasury Gilt 2054
Performance Attribution
All figures displayed assume a T+1 settlement date.
| Start Dirty Price: | mark-to-market | £47.128 | Carry: | £0.192 |
|---|---|---|---|---|
| mark-to-model | £47.101 | Rolldown: | £-0.003 | |
| End Dirty Price: | mark-to-market | £46.731 | Variation: | £-0.745 |
| mark-to-model | £46.565 | Unexplained: | £0.159 |