TY25 - 3½% Treasury Gilt 2025
Performance Attribution
All figures displayed assume a T+1 settlement date.
| Start Dirty Price: | mark-to-market | £100.875 | Carry: | £0.311 |
|---|---|---|---|---|
| mark-to-model | £100.930 | Rolldown: | £-0.002 | |
| End Dirty Price: | mark-to-market | £101.201 | Variation: | £-0.008 |
| mark-to-model | £101.240 | Unexplained: | £0.027 |