TG32 - 1% Treasury Gilt 2032
Performance Attribution
All figures displayed assume a T+1 settlement date.
| Start Dirty Price: | mark-to-market | £85.133 | Carry: | £0.258 |
|---|---|---|---|---|
| mark-to-model | £85.110 | Rolldown: | £0.050 | |
| End Dirty Price: | mark-to-market | £82.196 | Variation: | £-3.341 |
| mark-to-model | £82.088 | Unexplained: | £0.095 |