TG30 - 0 3/8% Treasury Gilt 2030
Performance Attribution
All figures displayed assume a T+1 settlement date.
| Start Dirty Price: | mark-to-market | £86.375 | Carry: | £0.250 |
|---|---|---|---|---|
| mark-to-model | £86.105 | Rolldown: | £0.039 | |
| End Dirty Price: | mark-to-market | £83.996 | Variation: | £-2.853 |
| mark-to-model | £83.552 | Unexplained: | £0.184 |