TR73 - 1 1/8% Treasury Gilt 2073
Performance Attribution
All figures displayed assume a T+1 settlement date.
| Start Dirty Price: | mark-to-market | £28.948 | Carry: | £0.121 |
|---|---|---|---|---|
| mark-to-model | £28.461 | Rolldown: | £-0.016 | |
| End Dirty Price: | mark-to-market | £28.969 | Variation: | £-0.035 |
| mark-to-model | £28.535 | Unexplained: | £-0.050 |