TG61 - 0½% Treasury Gilt 2061
Performance Attribution
All figures displayed assume a T+1 settlement date.
| Start Dirty Price: | mark-to-market | £24.459 | Carry: | £-0.160 |
|---|---|---|---|---|
| mark-to-model | £22.595 | Rolldown: | £-0.011 | |
| End Dirty Price: | mark-to-market | £25.212 | Variation: | £1.244 |
| mark-to-model | £23.671 | Unexplained: | £-0.319 |