TG37 - 1¾% Treasury Gilt 2037
Performance Attribution
All figures displayed assume a T+1 settlement date.
| Start Dirty Price: | mark-to-market | £75.628 | Carry: | £0.280 |
|---|---|---|---|---|
| mark-to-model | £75.470 | Rolldown: | £0.054 | |
| End Dirty Price: | mark-to-market | £75.253 | Variation: | £-0.679 |
| mark-to-model | £75.144 | Unexplained: | £-0.031 |