TS34 - 4¼% Treasury Gilt 2034
Performance Attribution
All figures displayed assume a T+1 settlement date.
| Start Dirty Price: | mark-to-market | £100.912 | Carry: | £0.330 |
|---|---|---|---|---|
| mark-to-model | £101.055 | Rolldown: | £0.067 | |
| End Dirty Price: | mark-to-market | £96.964 | Variation: | £-4.397 |
| mark-to-model | £97.068 | Unexplained: | £0.051 |