TG37 - 1¾% Treasury Gilt 2037
Performance Attribution
All figures displayed assume a T+1 settlement date.
| Start Dirty Price: | mark-to-market | £72.630 | Carry: | £0.282 |
|---|---|---|---|---|
| mark-to-model | £72.602 | Rolldown: | £0.048 | |
| End Dirty Price: | mark-to-market | £70.322 | Variation: | £-2.681 |
| mark-to-model | £70.282 | Unexplained: | £0.043 |