TR54 - 1 5/8% Treasury Gilt 2054
Performance Attribution
All figures displayed assume a T+1 settlement date.
| Start Dirty Price: | mark-to-market | £44.658 | Carry: | £0.193 |
|---|---|---|---|---|
| mark-to-model | £44.570 | Rolldown: | £-0.003 | |
| End Dirty Price: | mark-to-market | £45.446 | Variation: | £0.667 |
| mark-to-model | £45.434 | Unexplained: | £-0.069 |