TR54 - 1 5/8% Treasury Gilt 2054
Performance Attribution
All figures displayed assume a T+1 settlement date.
| Start Dirty Price: | mark-to-market | £46.326 | Carry: | £0.187 |
|---|---|---|---|---|
| mark-to-model | £46.294 | Rolldown: | £-0.002 | |
| End Dirty Price: | mark-to-market | £46.511 | Variation: | £0.033 |
| mark-to-model | £46.518 | Unexplained: | £-0.033 |