TG38 - 3¾% Treasury Gilt 2038
Performance Attribution
All figures displayed assume a T+1 settlement date.
| Start Dirty Price: | mark-to-market | £90.330 | Carry: | £0.355 |
|---|---|---|---|---|
| mark-to-model | £90.606 | Rolldown: | £0.053 | |
| End Dirty Price: | mark-to-market | £89.691 | Variation: | £-1.093 |
| mark-to-model | £89.934 | Unexplained: | £0.046 |