TG37 - 1¾% Treasury Gilt 2037
Performance Attribution
All figures displayed assume a T+1 settlement date.
| Start Dirty Price: | mark-to-market | £74.664 | Carry: | £0.270 |
|---|---|---|---|---|
| mark-to-model | £74.575 | Rolldown: | £0.054 | |
| End Dirty Price: | mark-to-market | £74.169 | Variation: | £-0.877 |
| mark-to-model | £74.049 | Unexplained: | £0.058 |