TG71 - 1 5/8% Treasury Gilt 2071
Performance Attribution
All figures displayed assume a T+1 settlement date.
| Start Dirty Price: | mark-to-market | £37.859 | Carry: | £0.156 |
|---|---|---|---|---|
| mark-to-model | £37.940 | Rolldown: | £-0.018 | |
| End Dirty Price: | mark-to-market | £37.212 | Variation: | £-0.809 |
| mark-to-model | £37.274 | Unexplained: | £0.024 |