T30 - 4 3/8% Treasury Gilt 2030
Performance Attribution
All figures displayed assume a T+1 settlement date.
| Start Dirty Price: | mark-to-market | £101.503 | Carry: | £0.340 |
|---|---|---|---|---|
| mark-to-model | £101.662 | Rolldown: | £0.027 | |
| End Dirty Price: | mark-to-market | £101.419 | Variation: | £-0.418 |
| mark-to-model | £101.623 | Unexplained: | £-0.032 |