TG30 - 0 3/8% Treasury Gilt 2030
Performance Attribution
All figures displayed assume a T+1 settlement date.
| Start Dirty Price: | mark-to-market | £84.493 | Carry: | £0.283 |
|---|---|---|---|---|
| mark-to-model | £84.092 | Rolldown: | £0.028 | |
| End Dirty Price: | mark-to-market | £83.854 | Variation: | £-0.969 |
| mark-to-model | £83.444 | Unexplained: | £0.019 |