TG71 - 1 5/8% Treasury Gilt 2071
Performance Attribution
All figures displayed assume a T+1 settlement date.
| Start Dirty Price: | mark-to-market | £39.521 | Carry: | £0.141 |
|---|---|---|---|---|
| mark-to-model | £39.615 | Rolldown: | £-0.016 | |
| End Dirty Price: | mark-to-market | £39.706 | Variation: | £0.084 |
| mark-to-model | £39.835 | Unexplained: | £-0.024 |