TG61 - 0½% Treasury Gilt 2061
Performance Attribution
| Start Dirty Price: | mark-to-market | £28.305 | Carry: | £0.101 |
|---|---|---|---|---|
| mark-to-model | £25.391 | Rolldown: | £-0.011 | |
| End Dirty Price: | mark-to-market | £27.903 | Variation: | £-0.596 |
| mark-to-model | £24.888 | Unexplained: | £0.104 |