TG61 - 0½% Treasury Gilt 2061
Performance Attribution
All figures displayed assume a T+1 settlement date.
| Start Dirty Price: | mark-to-market | £23.952 | Carry: | £0.097 |
|---|---|---|---|---|
| mark-to-model | £22.865 | Rolldown: | £-0.010 | |
| End Dirty Price: | mark-to-market | £22.466 | Variation: | £-2.037 |
| mark-to-model | £20.925 | Unexplained: | £0.464 |