TG61 - 0½% Treasury Gilt 2061
Performance Attribution
All figures displayed assume a T+1 settlement date.
| Start Dirty Price: | mark-to-market | £24.130 | Carry: | £0.097 |
|---|---|---|---|---|
| mark-to-model | £22.821 | Rolldown: | £-0.010 | |
| End Dirty Price: | mark-to-market | £24.406 | Variation: | £0.455 |
| mark-to-model | £23.367 | Unexplained: | £-0.267 |