T30 - 4 3/8% Treasury Gilt 2030
Performance Attribution
All figures displayed assume a T+1 settlement date.
| Start Dirty Price: | mark-to-market | £100.797 | Carry: | £0.337 |
|---|---|---|---|---|
| mark-to-model | £100.933 | Rolldown: | £0.027 | |
| End Dirty Price: | mark-to-market | £99.986 | Variation: | £-1.161 |
| mark-to-model | £100.162 | Unexplained: | £-0.015 |