T30 - 4 3/8% Treasury Gilt 2030
Performance Attribution
All figures displayed assume a T+1 settlement date.
| Start Dirty Price: | mark-to-market | £102.500 | Carry: | £0.293 |
|---|---|---|---|---|
| mark-to-model | £102.743 | Rolldown: | £0.036 | |
| End Dirty Price: | mark-to-market | £100.157 | Variation: | £-2.834 |
| mark-to-model | £100.249 | Unexplained: | £0.163 |