TG30 - 0 3/8% Treasury Gilt 2030
Performance Attribution
All figures displayed assume a T+1 settlement date.
| Start Dirty Price: | mark-to-market | £83.134 | Carry: | £0.243 |
|---|---|---|---|---|
| mark-to-model | £82.775 | Rolldown: | £0.039 | |
| End Dirty Price: | mark-to-market | £83.052 | Variation: | £-0.337 |
| mark-to-model | £82.729 | Unexplained: | £-0.026 |