TR34 - 4½% Treasury Gilt 2034
Performance Attribution
All figures displayed assume a T+1 settlement date.
| Start Dirty Price: | mark-to-market | £102.338 | Carry: | £0.335 |
|---|---|---|---|---|
| mark-to-model | £102.318 | Rolldown: | £0.068 | |
| End Dirty Price: | mark-to-market | £98.366 | Variation: | £-4.437 |
| mark-to-model | £98.298 | Unexplained: | £0.061 |