TG61 - 0½% Treasury Gilt 2061
Performance Attribution
All figures displayed assume a T+1 settlement date.
| Start Dirty Price: | mark-to-market | £25.031 | Carry: | £0.095 |
|---|---|---|---|---|
| mark-to-model | £23.837 | Rolldown: | £-0.008 | |
| End Dirty Price: | mark-to-market | £25.391 | Variation: | £0.048 |
| mark-to-model | £23.975 | Unexplained: | £0.225 |