TR33 - 3¼% Treasury Gilt 2033
Performance Attribution
All figures displayed assume a T+1 settlement date.
| Start Dirty Price: | mark-to-market | £95.237 | Carry: | £0.311 |
|---|---|---|---|---|
| mark-to-model | £95.403 | Rolldown: | £0.053 | |
| End Dirty Price: | mark-to-market | £95.000 | Variation: | £-0.706 |
| mark-to-model | £95.094 | Unexplained: | £0.104 |