T34 - 4 5/8% Treasury Gilt 2034
Performance Attribution
All figures displayed assume a T+1 settlement date.
| Start Dirty Price: | mark-to-market | £101.218 | Carry: | £-1.923 |
|---|---|---|---|---|
| mark-to-model | £101.101 | Rolldown: | £0.051 | |
| End Dirty Price: | mark-to-market | £99.194 | Variation: | £-0.227 |
| mark-to-model | £99.040 | Unexplained: | £0.075 |