T30 - 4 3/8% Treasury Gilt 2030
Performance Attribution
All figures displayed assume a T+1 settlement date.
| Start Dirty Price: | mark-to-market | £103.393 | Carry: | £0.300 |
|---|---|---|---|---|
| mark-to-model | £103.819 | Rolldown: | £0.037 | |
| End Dirty Price: | mark-to-market | £103.476 | Variation: | £-0.283 |
| mark-to-model | £103.883 | Unexplained: | £0.030 |