TR73 - 1 1/8% Treasury Gilt 2073
Performance Attribution
All figures displayed assume a T+1 settlement date.
| Start Dirty Price: | mark-to-market | £31.925 | Carry: | £0.122 |
|---|---|---|---|---|
| mark-to-model | £30.712 | Rolldown: | £-0.019 | |
| End Dirty Price: | mark-to-market | £30.545 | Variation: | £-1.340 |
| mark-to-model | £29.478 | Unexplained: | £-0.142 |