TG38 - 3¾% Treasury Gilt 2038
Performance Attribution
All figures displayed assume a T+1 settlement date.
| Start Dirty Price: | mark-to-market | £89.530 | Carry: | £-1.505 |
|---|---|---|---|---|
| mark-to-model | £89.799 | Rolldown: | £0.052 | |
| End Dirty Price: | mark-to-market | £87.704 | Variation: | £-0.536 |
| mark-to-model | £87.847 | Unexplained: | £0.162 |