TG38 - 3¾% Treasury Gilt 2038
Performance Attribution
All figures displayed assume a T+1 settlement date.
| Start Dirty Price: | mark-to-market | £91.707 | Carry: | £-1.542 |
|---|---|---|---|---|
| mark-to-model | £91.800 | Rolldown: | £0.064 | |
| End Dirty Price: | mark-to-market | £90.521 | Variation: | £0.361 |
| mark-to-model | £90.694 | Unexplained: | £-0.068 |