T30 - 4 3/8% Treasury Gilt 2030
Performance Attribution
All figures displayed assume a T+1 settlement date.
| Start Dirty Price: | mark-to-market | £102.800 | Carry: | £0.310 |
|---|---|---|---|---|
| mark-to-model | £102.990 | Rolldown: | £0.034 | |
| End Dirty Price: | mark-to-market | £102.806 | Variation: | £-0.377 |
| mark-to-model | £102.990 | Unexplained: | £0.040 |