TR33 - 3¼% Treasury Gilt 2033
Performance Attribution
All figures displayed assume a T+1 settlement date.
| Start Dirty Price: | mark-to-market | £94.504 | Carry: | £0.296 |
|---|---|---|---|---|
| mark-to-model | £94.695 | Rolldown: | £0.058 | |
| End Dirty Price: | mark-to-market | £94.125 | Variation: | £-0.739 |
| mark-to-model | £94.321 | Unexplained: | £0.006 |