TR33 - 3¼% Treasury Gilt 2033
Performance Attribution
All figures displayed assume a T+1 settlement date.
| Start Dirty Price: | mark-to-market | £93.591 | Carry: | £-1.272 |
|---|---|---|---|---|
| mark-to-model | £93.463 | Rolldown: | £0.045 | |
| End Dirty Price: | mark-to-market | £92.280 | Variation: | £-0.125 |
| mark-to-model | £92.147 | Unexplained: | £0.040 |