TR34 - 4½% Treasury Gilt 2034
Performance Attribution
All figures displayed assume a T+1 settlement date.
| Start Dirty Price: | mark-to-market | £99.498 | Carry: | £0.361 |
|---|---|---|---|---|
| mark-to-model | £99.503 | Rolldown: | £0.064 | |
| End Dirty Price: | mark-to-market | £101.931 | Variation: | £1.964 |
| mark-to-model | £101.904 | Unexplained: | £0.044 |