TG32 - 1% Treasury Gilt 2032
Performance Attribution
All figures displayed assume a T+1 settlement date.
| Start Dirty Price: | mark-to-market | £83.176 | Carry: | £-0.191 |
|---|---|---|---|---|
| mark-to-model | £83.072 | Rolldown: | £0.038 | |
| End Dirty Price: | mark-to-market | £82.916 | Variation: | £-0.094 |
| mark-to-model | £82.856 | Unexplained: | £-0.012 |