TR34 - 4½% Treasury Gilt 2034
Performance Attribution
All figures displayed assume a T+1 settlement date.
| Start Dirty Price: | mark-to-market | £99.309 | Carry: | £0.365 |
|---|---|---|---|---|
| mark-to-model | £99.268 | Rolldown: | £0.054 | |
| End Dirty Price: | mark-to-market | £97.370 | Variation: | £-2.656 |
| mark-to-model | £97.071 | Unexplained: | £0.299 |