TG30 - 0 3/8% Treasury Gilt 2030
Performance Attribution
All figures displayed assume a T+1 settlement date.
| Start Dirty Price: | mark-to-market | £85.598 | Carry: | £0.265 |
|---|---|---|---|---|
| mark-to-model | £85.240 | Rolldown: | £0.039 | |
| End Dirty Price: | mark-to-market | £85.711 | Variation: | £-0.124 |
| mark-to-model | £85.437 | Unexplained: | £-0.066 |