TG61 - 0½% Treasury Gilt 2061
Performance Attribution
| Start Dirty Price: | mark-to-market | £27.059 | Carry: | £0.097 |
|---|---|---|---|---|
| mark-to-model | £24.335 | Rolldown: | £-0.013 | |
| End Dirty Price: | mark-to-market | £26.445 | Variation: | £-0.459 |
| mark-to-model | £23.964 | Unexplained: | £-0.240 |