TG38 - 3¾% Treasury Gilt 2038

Performance Attribution
All figures displayed assume a T+1 settlement date.
Start Dirty Price: mark-to-market £89.238 Carry: £0.353
mark-to-model £89.618 Rolldown: £0.055
End Dirty Price: mark-to-market £87.029 Variation: £-2.725
mark-to-model £87.326 Unexplained: £0.108