TR54 - 1 5/8% Treasury Gilt 2054
Performance Attribution
All figures displayed assume a T+1 settlement date.
| Start Dirty Price: | mark-to-market | £44.603 | Carry: | £0.192 |
|---|---|---|---|---|
| mark-to-model | £44.493 | Rolldown: | £-0.004 | |
| End Dirty Price: | mark-to-market | £41.960 | Variation: | £-2.813 |
| mark-to-model | £41.889 | Unexplained: | £-0.019 |