TR73 - 1 1/8% Treasury Gilt 2073
Performance Attribution
All figures displayed assume a T+1 settlement date.
| Start Dirty Price: | mark-to-market | £33.445 | Carry: | £0.121 |
|---|---|---|---|---|
| mark-to-model | £32.450 | Rolldown: | £-0.017 | |
| End Dirty Price: | mark-to-market | £29.898 | Variation: | £-3.432 |
| mark-to-model | £29.125 | Unexplained: | £-0.219 |