TG61 - 0½% Treasury Gilt 2061
Performance Attribution
All figures displayed assume a T+1 settlement date.
| Start Dirty Price: | mark-to-market | £26.210 | Carry: | £0.099 |
|---|---|---|---|---|
| mark-to-model | £24.632 | Rolldown: | £-0.010 | |
| End Dirty Price: | mark-to-market | £25.909 | Variation: | £-0.457 |
| mark-to-model | £24.273 | Unexplained: | £0.068 |