TR30 - 4¾% Treasury Gilt 2030
Performance Attribution
All figures displayed assume a T+1 settlement date.
| Start Dirty Price: | mark-to-market | £102.200 | Carry: | £0.346 |
|---|---|---|---|---|
| mark-to-model | £101.843 | Rolldown: | £0.033 | |
| End Dirty Price: | mark-to-market | £101.999 | Variation: | £-0.528 |
| mark-to-model | £101.706 | Unexplained: | £-0.051 |