T30 - 4 3/8% Treasury Gilt 2030
Performance Attribution
All figures displayed assume a T+1 settlement date.
| Start Dirty Price: | mark-to-market | £103.613 | Carry: | £-1.885 |
|---|---|---|---|---|
| mark-to-model | £103.893 | Rolldown: | £0.040 | |
| End Dirty Price: | mark-to-market | £101.276 | Variation: | £-0.570 |
| mark-to-model | £101.490 | Unexplained: | £0.077 |