T34 - 4 5/8% Treasury Gilt 2034
Performance Attribution
All figures displayed assume a T+1 settlement date.
| Start Dirty Price: | mark-to-market | £103.670 | Carry: | £0.347 |
|---|---|---|---|---|
| mark-to-model | £103.887 | Rolldown: | £0.061 | |
| End Dirty Price: | mark-to-market | £103.332 | Variation: | £-0.834 |
| mark-to-model | £103.497 | Unexplained: | £0.088 |