TG30 - 0 3/8% Treasury Gilt 2030
Performance Attribution
All figures displayed assume a T+1 settlement date.
| Start Dirty Price: | mark-to-market | £84.791 | Carry: | £0.286 |
|---|---|---|---|---|
| mark-to-model | £84.457 | Rolldown: | £0.030 | |
| End Dirty Price: | mark-to-market | £85.292 | Variation: | £0.277 |
| mark-to-model | £85.060 | Unexplained: | £-0.093 |