TG38 - 3¾% Treasury Gilt 2038
Performance Attribution
All figures displayed assume a T+1 settlement date.
| Start Dirty Price: | mark-to-market | £90.090 | Carry: | £0.361 |
|---|---|---|---|---|
| mark-to-model | £90.081 | Rolldown: | £0.059 | |
| End Dirty Price: | mark-to-market | £91.692 | Variation: | £1.210 |
| mark-to-model | £91.748 | Unexplained: | £-0.029 |