TR30 - 4¾% Treasury Gilt 2030
Performance Attribution
All figures displayed assume a T+1 settlement date.
| Start Dirty Price: | mark-to-market | £104.655 | Carry: | £0.312 |
|---|---|---|---|---|
| mark-to-model | £104.348 | Rolldown: | £0.049 | |
| End Dirty Price: | mark-to-market | £104.384 | Variation: | £-0.599 |
| mark-to-model | £104.121 | Unexplained: | £-0.034 |