TG32 - 1% Treasury Gilt 2032
Performance Attribution
All figures displayed assume a T+1 settlement date.
| Start Dirty Price: | mark-to-market | £83.788 | Carry: | £0.251 |
|---|---|---|---|---|
| mark-to-model | £83.761 | Rolldown: | £0.051 | |
| End Dirty Price: | mark-to-market | £83.615 | Variation: | £-0.541 |
| mark-to-model | £83.532 | Unexplained: | £0.065 |