TG71 - 1 5/8% Treasury Gilt 2071
Performance Attribution
All figures displayed assume a T+1 settlement date.
| Start Dirty Price: | mark-to-market | £40.042 | Carry: | £0.162 |
|---|---|---|---|---|
| mark-to-model | £40.185 | Rolldown: | £-0.022 | |
| End Dirty Price: | mark-to-market | £38.579 | Variation: | £-1.816 |
| mark-to-model | £38.515 | Unexplained: | £0.213 |