T32H - 4 5/8% Treasury Gilt 2032
Performance Attribution
All figures displayed assume a T+1 settlement date.
| Start Dirty Price: | mark-to-market | £0.000 | Carry: | £125.852 |
|---|---|---|---|---|
| mark-to-model | £0.000 | Rolldown: | £0.045 | |
| End Dirty Price: | mark-to-market | £100.453 | Variation: | £-0.592 |
| mark-to-model | £100.387 | Unexplained: | £-24.852 |