TR54 - 1 5/8% Treasury Gilt 2054
Performance Attribution
All figures displayed assume a T+1 settlement date.
| Start Dirty Price: | mark-to-market | £43.763 | Carry: | £0.201 |
|---|---|---|---|---|
| mark-to-model | £43.729 | Rolldown: | £-0.002 | |
| End Dirty Price: | mark-to-market | £43.449 | Variation: | £-0.497 |
| mark-to-model | £43.452 | Unexplained: | £-0.016 |