TG71 - 1 5/8% Treasury Gilt 2071
Performance Attribution
All figures displayed assume a T+1 settlement date.
| Start Dirty Price: | mark-to-market | £40.638 | Carry: | £0.156 |
|---|---|---|---|---|
| mark-to-model | £40.810 | Rolldown: | £-0.020 | |
| End Dirty Price: | mark-to-market | £40.541 | Variation: | £-0.390 |
| mark-to-model | £40.572 | Unexplained: | £0.157 |