TR73 - 1 1/8% Treasury Gilt 2073
Performance Attribution
All figures displayed assume a T+1 settlement date.
| Start Dirty Price: | mark-to-market | £29.771 | Carry: | £0.117 |
|---|---|---|---|---|
| mark-to-model | £29.001 | Rolldown: | £-0.015 | |
| End Dirty Price: | mark-to-market | £27.560 | Variation: | £-1.982 |
| mark-to-model | £27.132 | Unexplained: | £-0.331 |