TY25 - 3½% Treasury Gilt 2025
Performance Attribution
All figures displayed assume a T+1 settlement date.
| Start Dirty Price: | mark-to-market | £101.403 | Carry: | £-1.460 |
|---|---|---|---|---|
| mark-to-model | £101.428 | Rolldown: | £-0.000 | |
| End Dirty Price: | mark-to-market | £99.961 | Variation: | £0.002 |
| mark-to-model | £99.980 | Unexplained: | £0.016 |