T34 - 4 5/8% Treasury Gilt 2034
Performance Attribution
All figures displayed assume a T+1 settlement date.
| Start Dirty Price: | mark-to-market | £103.803 | Carry: | £0.335 |
|---|---|---|---|---|
| mark-to-model | £103.934 | Rolldown: | £0.067 | |
| End Dirty Price: | mark-to-market | £99.967 | Variation: | £-4.316 |
| mark-to-model | £100.033 | Unexplained: | £0.077 |