TG30 - 0 3/8% Treasury Gilt 2030
Performance Attribution
All figures displayed assume a T+1 settlement date.
| Start Dirty Price: | mark-to-market | £84.913 | Carry: | £0.258 |
|---|---|---|---|---|
| mark-to-model | £84.364 | Rolldown: | £0.036 | |
| End Dirty Price: | mark-to-market | £84.796 | Variation: | £-0.417 |
| mark-to-model | £84.268 | Unexplained: | £0.006 |