TR73 - 1 1/8% Treasury Gilt 2073
Performance Attribution
All figures displayed assume a T+1 settlement date.
| Start Dirty Price: | mark-to-market | £30.740 | Carry: | £-0.452 |
|---|---|---|---|---|
| mark-to-model | £29.510 | Rolldown: | £-0.018 | |
| End Dirty Price: | mark-to-market | £31.554 | Variation: | £1.369 |
| mark-to-model | £30.413 | Unexplained: | £-0.085 |