TR73 - 1 1/8% Treasury Gilt 2073
Performance Attribution
All figures displayed assume a T+1 settlement date.
| Start Dirty Price: | mark-to-market | £32.348 | Carry: | £0.118 |
|---|---|---|---|---|
| mark-to-model | £31.268 | Rolldown: | £-0.017 | |
| End Dirty Price: | mark-to-market | £32.117 | Variation: | £-0.290 |
| mark-to-model | £31.092 | Unexplained: | £-0.043 |