TG38 - 3¾% Treasury Gilt 2038
Performance Attribution
All figures displayed assume a T+1 settlement date.
| Start Dirty Price: | mark-to-market | £93.281 | Carry: | £0.331 |
|---|---|---|---|---|
| mark-to-model | £93.498 | Rolldown: | £0.063 | |
| End Dirty Price: | mark-to-market | £88.672 | Variation: | £-4.874 |
| mark-to-model | £89.030 | Unexplained: | £-0.129 |