TG32 - 1% Treasury Gilt 2032
Performance Attribution
All figures displayed assume a T+1 settlement date.
| Start Dirty Price: | mark-to-market | £83.364 | Carry: | £0.291 |
|---|---|---|---|---|
| mark-to-model | £83.253 | Rolldown: | £0.039 | |
| End Dirty Price: | mark-to-market | £84.037 | Variation: | £0.372 |
| mark-to-model | £83.965 | Unexplained: | £-0.029 |