TG32 - 1% Treasury Gilt 2032
Performance Attribution
All figures displayed assume a T+1 settlement date.
| Start Dirty Price: | mark-to-market | £82.471 | Carry: | £0.275 |
|---|---|---|---|---|
| mark-to-model | £82.482 | Rolldown: | £0.056 | |
| End Dirty Price: | mark-to-market | £81.685 | Variation: | £-1.205 |
| mark-to-model | £81.617 | Unexplained: | £0.088 |