TG32 - 1% Treasury Gilt 2032
Performance Attribution
All figures displayed assume a T+1 settlement date.
| Start Dirty Price: | mark-to-market | £82.686 | Carry: | £0.306 |
|---|---|---|---|---|
| mark-to-model | £82.539 | Rolldown: | £0.036 | |
| End Dirty Price: | mark-to-market | £82.932 | Variation: | £-0.092 |
| mark-to-model | £82.799 | Unexplained: | £-0.004 |