TG37 - 1¾% Treasury Gilt 2037
Performance Attribution
All figures displayed assume a T+1 settlement date.
| Start Dirty Price: | mark-to-market | £75.846 | Carry: | £0.266 |
|---|---|---|---|---|
| mark-to-model | £75.743 | Rolldown: | £0.057 | |
| End Dirty Price: | mark-to-market | £71.869 | Variation: | £-4.273 |
| mark-to-model | £71.802 | Unexplained: | £-0.026 |