TR30 - 4¾% Treasury Gilt 2030
Performance Attribution
All figures displayed assume a T+1 settlement date.
| Start Dirty Price: | mark-to-market | £102.002 | Carry: | £0.346 |
|---|---|---|---|---|
| mark-to-model | £101.643 | Rolldown: | £0.036 | |
| End Dirty Price: | mark-to-market | £102.681 | Variation: | £0.319 |
| mark-to-model | £102.355 | Unexplained: | £-0.021 |