TR33 - 3¼% Treasury Gilt 2033
Performance Attribution
All figures displayed assume a T+1 settlement date.
| Start Dirty Price: | mark-to-market | £95.779 | Carry: | £0.300 |
|---|---|---|---|---|
| mark-to-model | £95.915 | Rolldown: | £0.060 | |
| End Dirty Price: | mark-to-market | £92.449 | Variation: | £-3.853 |
| mark-to-model | £92.433 | Unexplained: | £0.162 |