TG61 - 0½% Treasury Gilt 2061
Performance Attribution
All figures displayed assume a T+1 settlement date.
| Start Dirty Price: | mark-to-market | £22.466 | Carry: | £0.091 |
|---|---|---|---|---|
| mark-to-model | £20.925 | Rolldown: | £-0.010 | |
| End Dirty Price: | mark-to-market | £23.840 | Variation: | £1.642 |
| mark-to-model | £22.652 | Unexplained: | £-0.349 |