TG71 - 1 5/8% Treasury Gilt 2071
Performance Attribution
All figures displayed assume a T+1 settlement date.
| Start Dirty Price: | mark-to-market | £37.063 | Carry: | £0.161 |
|---|---|---|---|---|
| mark-to-model | £37.125 | Rolldown: | £-0.019 | |
| End Dirty Price: | mark-to-market | £36.839 | Variation: | £-0.369 |
| mark-to-model | £36.915 | Unexplained: | £0.003 |