TR73 - 1 1/8% Treasury Gilt 2073
Performance Attribution
All figures displayed assume a T+1 settlement date.
| Start Dirty Price: | mark-to-market | £29.583 | Carry: | £0.117 |
|---|---|---|---|---|
| mark-to-model | £29.073 | Rolldown: | £-0.017 | |
| End Dirty Price: | mark-to-market | £29.945 | Variation: | £0.266 |
| mark-to-model | £29.443 | Unexplained: | £-0.004 |