TG30 - 0 3/8% Treasury Gilt 2030
Performance Attribution
All figures displayed assume a T+1 settlement date.
| Start Dirty Price: | mark-to-market | £84.444 | Carry: | £0.284 |
|---|---|---|---|---|
| mark-to-model | £84.052 | Rolldown: | £0.028 | |
| End Dirty Price: | mark-to-market | £83.517 | Variation: | £-1.311 |
| mark-to-model | £83.084 | Unexplained: | £0.072 |