For as long as she's known, Anthy has been the Rose Bride. Because the story line focuses on Utena, very little is known about Anthy's past. Being the Rose Bride, Anthy is engaged to the winner of the duels. She is obliged to do what that person pleases. Until Utena showed up, Anthy belonged to Saionji. They kept an exchange diary and she was kind enough to keep it even after becoming Utena's bride. Anthy probably knows the most about the Power of Dios and the Castle in the Sky, even if she can't explain her thoughts. Anthy is the Key to the Power of Dios and holds the Sword of Dios within her body, to be used by the top Deulist in their duels to the time when he or she loses.
(A Minor Note: I personally relate to Anthy on looks though I am not as passive as she is.)
