TG30 - 0 3/8% Treasury Gilt 2030
Performance Attribution
All figures displayed assume a T+1 settlement date.
| Start Dirty Price: | mark-to-market | £83.597 | Carry: | £0.064 |
|---|---|---|---|---|
| mark-to-model | £83.128 | Rolldown: | £0.041 | |
| End Dirty Price: | mark-to-market | £84.248 | Variation: | £0.481 |
| mark-to-model | £83.723 | Unexplained: | £0.065 |