TR33 - 3¼% Treasury Gilt 2033
Performance Attribution
All figures displayed assume a T+1 settlement date.
| Start Dirty Price: | mark-to-market | £94.050 | Carry: | £0.335 |
|---|---|---|---|---|
| mark-to-model | £93.931 | Rolldown: | £0.044 | |
| End Dirty Price: | mark-to-market | £93.669 | Variation: | £-0.761 |
| mark-to-model | £93.561 | Unexplained: | £0.001 |