TR54 - 1 5/8% Treasury Gilt 2054
Performance Attribution
All figures displayed assume a T+1 settlement date.
| Start Dirty Price: | mark-to-market | £41.960 | Carry: | £0.186 |
|---|---|---|---|---|
| mark-to-model | £41.889 | Rolldown: | £-0.003 | |
| End Dirty Price: | mark-to-market | £44.509 | Variation: | £2.350 |
| mark-to-model | £44.429 | Unexplained: | £0.015 |