TG37 - 1¾% Treasury Gilt 2037
Performance Attribution
All figures displayed assume a T+1 settlement date.
| Start Dirty Price: | mark-to-market | £72.129 | Carry: | £0.296 |
|---|---|---|---|---|
| mark-to-model | £72.115 | Rolldown: | £0.046 | |
| End Dirty Price: | mark-to-market | £72.387 | Variation: | £-0.149 |
| mark-to-model | £72.319 | Unexplained: | £0.064 |