TG61 - 0½% Treasury Gilt 2061
Performance Attribution
| Start Dirty Price: | mark-to-market | £28.285 | Carry: | £0.101 |
|---|---|---|---|---|
| mark-to-model | £24.822 | Rolldown: | £-0.015 | |
| End Dirty Price: | mark-to-market | £27.900 | Variation: | £-0.458 |
| mark-to-model | £24.461 | Unexplained: | £-0.014 |