TG30 - 0 3/8% Treasury Gilt 2030
Performance Attribution
All figures displayed assume a T+1 settlement date.
| Start Dirty Price: | mark-to-market | £83.857 | Carry: | £0.267 |
|---|---|---|---|---|
| mark-to-model | £83.476 | Rolldown: | £0.045 | |
| End Dirty Price: | mark-to-market | £83.218 | Variation: | £-0.990 |
| mark-to-model | £82.808 | Unexplained: | £0.039 |