T30 - 4 3/8% Treasury Gilt 2030
Performance Attribution
All figures displayed assume a T+1 settlement date.
| Start Dirty Price: | mark-to-market | £104.272 | Carry: | £-2.546 |
|---|---|---|---|---|
| mark-to-model | £104.649 | Rolldown: | £0.042 | |
| End Dirty Price: | mark-to-market | £100.894 | Variation: | £-0.936 |
| mark-to-model | £101.221 | Unexplained: | £0.062 |