TG71 - 1 5/8% Treasury Gilt 2071
Performance Attribution
All figures displayed assume a T+1 settlement date.
| Start Dirty Price: | mark-to-market | £40.865 | Carry: | £0.146 |
|---|---|---|---|---|
| mark-to-model | £41.049 | Rolldown: | £-0.022 | |
| End Dirty Price: | mark-to-market | £38.600 | Variation: | £-2.342 |
| mark-to-model | £38.836 | Unexplained: | £-0.047 |