TG61 - 0½% Treasury Gilt 2061
Performance Attribution
All figures displayed assume a T+1 settlement date.
| Start Dirty Price: | mark-to-market | £23.250 | Carry: | £0.100 |
|---|---|---|---|---|
| mark-to-model | £22.091 | Rolldown: | £-0.009 | |
| End Dirty Price: | mark-to-market | £22.980 | Variation: | £-0.369 |
| mark-to-model | £21.822 | Unexplained: | £0.008 |