TG37 - 1¾% Treasury Gilt 2037
Performance Attribution
All figures displayed assume a T+1 settlement date.
| Start Dirty Price: | mark-to-market | £73.274 | Carry: | £0.253 |
|---|---|---|---|---|
| mark-to-model | £73.126 | Rolldown: | £0.051 | |
| End Dirty Price: | mark-to-market | £72.287 | Variation: | £-1.336 |
| mark-to-model | £72.105 | Unexplained: | £0.045 |