TG32 - 1% Treasury Gilt 2032
Performance Attribution
All figures displayed assume a T+1 settlement date.
| Start Dirty Price: | mark-to-market | £82.967 | Carry: | £0.288 |
|---|---|---|---|---|
| mark-to-model | £82.883 | Rolldown: | £0.037 | |
| End Dirty Price: | mark-to-market | £81.716 | Variation: | £-1.726 |
| mark-to-model | £81.513 | Unexplained: | £0.150 |