TG30 - 0 3/8% Treasury Gilt 2030
Performance Attribution
All figures displayed assume a T+1 settlement date.
| Start Dirty Price: | mark-to-market | £84.656 | Carry: | £0.305 |
|---|---|---|---|---|
| mark-to-model | £84.412 | Rolldown: | £0.031 | |
| End Dirty Price: | mark-to-market | £84.930 | Variation: | £-0.065 |
| mark-to-model | £84.714 | Unexplained: | £0.002 |