TG71 - 1 5/8% Treasury Gilt 2071
Performance Attribution
All figures displayed assume a T+1 settlement date.
| Start Dirty Price: | mark-to-market | £38.078 | Carry: | £0.156 |
|---|---|---|---|---|
| mark-to-model | £38.163 | Rolldown: | £-0.021 | |
| End Dirty Price: | mark-to-market | £38.621 | Variation: | £0.382 |
| mark-to-model | £38.685 | Unexplained: | £0.026 |