TG65 - 2½% Treasury Gilt 2065
Performance Attribution
| Start Dirty Price: | mark-to-market | £58.736 | Carry: | £-1.015 |
|---|---|---|---|---|
| mark-to-model | £59.844 | Rolldown: | £-0.022 | |
| End Dirty Price: | mark-to-market | £56.557 | Variation: | £-0.881 |
| mark-to-model | £57.934 | Unexplained: | £-0.261 |