TG37 - 1¾% Treasury Gilt 2037
Performance Attribution
All figures displayed assume a T+1 settlement date.
| Start Dirty Price: | mark-to-market | £74.349 | Carry: | £-0.626 |
|---|---|---|---|---|
| mark-to-model | £74.240 | Rolldown: | £0.052 | |
| End Dirty Price: | mark-to-market | £73.450 | Variation: | £-0.269 |
| mark-to-model | £73.416 | Unexplained: | £-0.057 |