TS34 - 4¼% Treasury Gilt 2034
Performance Attribution
All figures displayed assume a T+1 settlement date.
| Start Dirty Price: | mark-to-market | £101.710 | Carry: | £-1.775 |
|---|---|---|---|---|
| mark-to-model | £101.908 | Rolldown: | £0.066 | |
| End Dirty Price: | mark-to-market | £99.568 | Variation: | £-0.507 |
| mark-to-model | £99.716 | Unexplained: | £0.074 |