Combine butter, garlic, chives, parsley, anchovy, mustard, capers, salt and pepper in a bowl and mix well.
Place a sheet of baking paper on a flat surface. Spoon garlic butter along centre of baking paper, then roll in paper to make a sausage shape. Twist ends of paper to seal. Chill in fridge for 30-45 minutes or until firm and ready to serve.