TG61 - 0½% Treasury Gilt 2061
Performance Attribution
All figures displayed assume a T+1 settlement date.
| Start Dirty Price: | mark-to-market | £26.540 | Carry: | £0.091 |
|---|---|---|---|---|
| mark-to-model | £24.361 | Rolldown: | £-0.012 | |
| End Dirty Price: | mark-to-market | £24.953 | Variation: | £-1.684 |
| mark-to-model | £22.760 | Unexplained: | £0.018 |