TG71 - 1 5/8% Treasury Gilt 2071
Performance Attribution
All figures displayed assume a T+1 settlement date.
| Start Dirty Price: | mark-to-market | £38.053 | Carry: | £0.155 |
|---|---|---|---|---|
| mark-to-model | £38.087 | Rolldown: | £-0.018 | |
| End Dirty Price: | mark-to-market | £35.765 | Variation: | £-2.458 |
| mark-to-model | £35.782 | Unexplained: | £0.034 |