T34 - 4 5/8% Treasury Gilt 2034
Performance Attribution
All figures displayed assume a T+1 settlement date.
| Start Dirty Price: | mark-to-market | £104.791 | Carry: | £-1.957 |
|---|---|---|---|---|
| mark-to-model | £104.977 | Rolldown: | £0.065 | |
| End Dirty Price: | mark-to-market | £102.524 | Variation: | £-0.464 |
| mark-to-model | £102.646 | Unexplained: | £0.088 |