T34 - 4 5/8% Treasury Gilt 2034
Performance Attribution
All figures displayed assume a T+1 settlement date.
| Start Dirty Price: | mark-to-market | £100.721 | Carry: | £0.368 |
|---|---|---|---|---|
| mark-to-model | £100.823 | Rolldown: | £0.054 | |
| End Dirty Price: | mark-to-market | £99.047 | Variation: | £-2.340 |
| mark-to-model | £98.932 | Unexplained: | £0.244 |