TG32 - 1% Treasury Gilt 2032
Performance Attribution
All figures displayed assume a T+1 settlement date.
| Start Dirty Price: | mark-to-market | £82.014 | Carry: | £0.258 |
|---|---|---|---|---|
| mark-to-model | £82.002 | Rolldown: | £0.052 | |
| End Dirty Price: | mark-to-market | £83.150 | Variation: | £0.686 |
| mark-to-model | £83.006 | Unexplained: | £0.141 |