T30 - 4 3/8% Treasury Gilt 2030
Performance Attribution
All figures displayed assume a T+1 settlement date.
| Start Dirty Price: | mark-to-market | £101.302 | Carry: | £0.339 |
|---|---|---|---|---|
| mark-to-model | £101.472 | Rolldown: | £0.029 | |
| End Dirty Price: | mark-to-market | £101.969 | Variation: | £0.292 |
| mark-to-model | £102.143 | Unexplained: | £0.007 |