TS34 - 4¼% Treasury Gilt 2034
Performance Attribution
All figures displayed assume a T+1 settlement date.
| Start Dirty Price: | mark-to-market | £97.911 | Carry: | £0.360 |
|---|---|---|---|---|
| mark-to-model | £98.055 | Rolldown: | £0.053 | |
| End Dirty Price: | mark-to-market | £96.006 | Variation: | £-2.607 |
| mark-to-model | £95.900 | Unexplained: | £0.290 |