TG37 - 1¾% Treasury Gilt 2037
Performance Attribution
All figures displayed assume a T+1 settlement date.
| Start Dirty Price: | mark-to-market | £73.553 | Carry: | £-0.591 |
|---|---|---|---|---|
| mark-to-model | £73.389 | Rolldown: | £0.060 | |
| End Dirty Price: | mark-to-market | £71.036 | Variation: | £-1.952 |
| mark-to-model | £70.916 | Unexplained: | £-0.034 |