TG37 - 1¾% Treasury Gilt 2037
Performance Attribution
All figures displayed assume a T+1 settlement date.
| Start Dirty Price: | mark-to-market | £72.428 | Carry: | £0.300 |
|---|---|---|---|---|
| mark-to-model | £72.392 | Rolldown: | £0.046 | |
| End Dirty Price: | mark-to-market | £72.525 | Variation: | £-0.212 |
| mark-to-model | £72.556 | Unexplained: | £-0.037 |