TR33 - 3¼% Treasury Gilt 2033
Performance Attribution
All figures displayed assume a T+1 settlement date.
| Start Dirty Price: | mark-to-market | £96.244 | Carry: | £-1.306 |
|---|---|---|---|---|
| mark-to-model | £96.411 | Rolldown: | £0.059 | |
| End Dirty Price: | mark-to-market | £94.684 | Variation: | £-0.344 |
| mark-to-model | £94.841 | Unexplained: | £0.031 |