T30 - 4 3/8% Treasury Gilt 2030
Performance Attribution
All figures displayed assume a T+1 settlement date.
| Start Dirty Price: | mark-to-market | £101.201 | Carry: | £0.301 |
|---|---|---|---|---|
| mark-to-model | £101.517 | Rolldown: | £0.039 | |
| End Dirty Price: | mark-to-market | £102.100 | Variation: | £0.440 |
| mark-to-model | £102.308 | Unexplained: | £0.119 |