TG38 - 3¾% Treasury Gilt 2038
Performance Attribution
All figures displayed assume a T+1 settlement date.
| Start Dirty Price: | mark-to-market | £93.752 | Carry: | £-1.528 |
|---|---|---|---|---|
| mark-to-model | £94.025 | Rolldown: | £0.060 | |
| End Dirty Price: | mark-to-market | £91.516 | Variation: | £-0.795 |
| mark-to-model | £91.786 | Unexplained: | £0.026 |