TG71 - 1 5/8% Treasury Gilt 2071
Performance Attribution
All figures displayed assume a T+1 settlement date.
| Start Dirty Price: | mark-to-market | £38.809 | Carry: | £-0.666 |
|---|---|---|---|---|
| mark-to-model | £38.782 | Rolldown: | £-0.021 | |
| End Dirty Price: | mark-to-market | £39.601 | Variation: | £1.644 |
| mark-to-model | £39.745 | Unexplained: | £-0.165 |