TR73 - 1 1/8% Treasury Gilt 2073
Performance Attribution
All figures displayed assume a T+1 settlement date.
| Start Dirty Price: | mark-to-market | £33.053 | Carry: | £0.124 |
|---|---|---|---|---|
| mark-to-model | £32.077 | Rolldown: | £-0.018 | |
| End Dirty Price: | mark-to-market | £32.032 | Variation: | £-1.147 |
| mark-to-model | £31.044 | Unexplained: | £0.020 |