TR33 - 3¼% Treasury Gilt 2033
Performance Attribution
All figures displayed assume a T+1 settlement date.
| Start Dirty Price: | mark-to-market | £93.555 | Carry: | £0.323 |
|---|---|---|---|---|
| mark-to-model | £93.783 | Rolldown: | £0.066 | |
| End Dirty Price: | mark-to-market | £92.469 | Variation: | £-1.487 |
| mark-to-model | £92.697 | Unexplained: | £0.012 |