T34 - 4 5/8% Treasury Gilt 2034
Performance Attribution
All figures displayed assume a T+1 settlement date.
| Start Dirty Price: | mark-to-market | £101.670 | Carry: | £0.361 |
|---|---|---|---|---|
| mark-to-model | £101.927 | Rolldown: | £0.074 | |
| End Dirty Price: | mark-to-market | £100.360 | Variation: | £-1.754 |
| mark-to-model | £100.620 | Unexplained: | £0.009 |