TG30 - 0 3/8% Treasury Gilt 2030
Performance Attribution
All figures displayed assume a T+1 settlement date.
| Start Dirty Price: | mark-to-market | £85.363 | Carry: | £0.244 |
|---|---|---|---|---|
| mark-to-model | £85.033 | Rolldown: | £0.041 | |
| End Dirty Price: | mark-to-market | £85.092 | Variation: | £-0.533 |
| mark-to-model | £84.795 | Unexplained: | £-0.023 |