T30 - 4 3/8% Treasury Gilt 2030
Performance Attribution
All figures displayed assume a T+1 settlement date.
| Start Dirty Price: | mark-to-market | £103.711 | Carry: | £0.317 |
|---|---|---|---|---|
| mark-to-model | £103.992 | Rolldown: | £0.036 | |
| End Dirty Price: | mark-to-market | £104.028 | Variation: | £-0.086 |
| mark-to-model | £104.280 | Unexplained: | £0.050 |