TG32 - 1% Treasury Gilt 2032
Performance Attribution
All figures displayed assume a T+1 settlement date.
| Start Dirty Price: | mark-to-market | £83.935 | Carry: | £0.266 |
|---|---|---|---|---|
| mark-to-model | £83.749 | Rolldown: | £0.044 | |
| End Dirty Price: | mark-to-market | £83.672 | Variation: | £-0.561 |
| mark-to-model | £83.526 | Unexplained: | £-0.012 |