TG38 - 3¾% Treasury Gilt 2038
Performance Attribution
All figures displayed assume a T+1 settlement date.
| Start Dirty Price: | mark-to-market | £91.201 | Carry: | £0.345 |
|---|---|---|---|---|
| mark-to-model | £91.656 | Rolldown: | £0.061 | |
| End Dirty Price: | mark-to-market | £92.327 | Variation: | £0.490 |
| mark-to-model | £92.564 | Unexplained: | £0.230 |