TG31 - 0¼% Treasury Gilt 2031
Performance Attribution
All figures displayed assume a T+1 settlement date.
| Start Dirty Price: | mark-to-market | £81.634 | Carry: | £0.270 |
|---|---|---|---|---|
| mark-to-model | £81.155 | Rolldown: | £0.035 | |
| End Dirty Price: | mark-to-market | £82.174 | Variation: | £0.331 |
| mark-to-model | £81.801 | Unexplained: | £-0.096 |