TR34 - 4½% Treasury Gilt 2034
Performance Attribution
All figures displayed assume a T+1 settlement date.
| Start Dirty Price: | mark-to-market | £102.020 | Carry: | £-1.890 |
|---|---|---|---|---|
| mark-to-model | £102.008 | Rolldown: | £0.072 | |
| End Dirty Price: | mark-to-market | £100.007 | Variation: | £-0.160 |
| mark-to-model | £100.042 | Unexplained: | £-0.034 |