TG37 - 1¾% Treasury Gilt 2037
Performance Attribution
All figures displayed assume a T+1 settlement date.
| Start Dirty Price: | mark-to-market | £71.733 | Carry: | £0.258 |
|---|---|---|---|---|
| mark-to-model | £71.558 | Rolldown: | £0.057 | |
| End Dirty Price: | mark-to-market | £73.468 | Variation: | £1.484 |
| mark-to-model | £73.367 | Unexplained: | £-0.064 |