TR73 - 1 1/8% Treasury Gilt 2073
Performance Attribution
All figures displayed assume a T+1 settlement date.
| Start Dirty Price: | mark-to-market | £33.311 | Carry: | £0.110 |
|---|---|---|---|---|
| mark-to-model | £31.456 | Rolldown: | £-0.019 | |
| End Dirty Price: | mark-to-market | £30.907 | Variation: | £-1.988 |
| mark-to-model | £29.563 | Unexplained: | £-0.507 |