TG61 - 0½% Treasury Gilt 2061
Performance Attribution
All figures displayed assume a T+1 settlement date.
| Start Dirty Price: | mark-to-market | £26.777 | Carry: | £0.104 |
|---|---|---|---|---|
| mark-to-model | £25.404 | Rolldown: | £-0.010 | |
| End Dirty Price: | mark-to-market | £25.936 | Variation: | £-0.846 |
| mark-to-model | £24.658 | Unexplained: | £-0.088 |