TG71 - 1 5/8% Treasury Gilt 2071
Performance Attribution
All figures displayed assume a T+1 settlement date.
| Start Dirty Price: | mark-to-market | £42.215 | Carry: | £0.159 |
|---|---|---|---|---|
| mark-to-model | £42.301 | Rolldown: | £-0.019 | |
| End Dirty Price: | mark-to-market | £38.339 | Variation: | £-4.040 |
| mark-to-model | £38.406 | Unexplained: | £0.024 |