TR33 - 3¼% Treasury Gilt 2033
Performance Attribution
All figures displayed assume a T+1 settlement date.
| Start Dirty Price: | mark-to-market | £93.283 | Carry: | £0.332 |
|---|---|---|---|---|
| mark-to-model | £93.315 | Rolldown: | £0.045 | |
| End Dirty Price: | mark-to-market | £91.761 | Variation: | £-2.148 |
| mark-to-model | £91.580 | Unexplained: | £0.249 |