TR33 - 3¼% Treasury Gilt 2033
Performance Attribution
All figures displayed assume a T+1 settlement date.
| Start Dirty Price: | mark-to-market | £92.898 | Carry: | £0.301 |
|---|---|---|---|---|
| mark-to-model | £93.196 | Rolldown: | £0.062 | |
| End Dirty Price: | mark-to-market | £94.305 | Variation: | £0.925 |
| mark-to-model | £94.495 | Unexplained: | £0.119 |