TR73 - 1 1/8% Treasury Gilt 2073
Performance Attribution
All figures displayed assume a T+1 settlement date.
| Start Dirty Price: | mark-to-market | £31.150 | Carry: | £0.114 |
|---|---|---|---|---|
| mark-to-model | £30.176 | Rolldown: | £-0.014 | |
| End Dirty Price: | mark-to-market | £31.260 | Variation: | £0.072 |
| mark-to-model | £30.353 | Unexplained: | £-0.063 |