TG61 - 0½% Treasury Gilt 2061
Performance Attribution
All figures displayed assume a T+1 settlement date.
| Start Dirty Price: | mark-to-market | £25.567 | Carry: | £0.101 |
|---|---|---|---|---|
| mark-to-model | £23.698 | Rolldown: | £-0.011 | |
| End Dirty Price: | mark-to-market | £24.469 | Variation: | £-1.841 |
| mark-to-model | £21.949 | Unexplained: | £0.655 |