TG65 - 2½% Treasury Gilt 2065
Performance Attribution
| Start Dirty Price: | mark-to-market | £56.638 | Carry: | £0.226 |
|---|---|---|---|---|
| mark-to-model | £57.686 | Rolldown: | £-0.024 | |
| End Dirty Price: | mark-to-market | £56.045 | Variation: | £-0.786 |
| mark-to-model | £57.109 | Unexplained: | £-0.009 |