TG71 - 1 5/8% Treasury Gilt 2071
Performance Attribution
| Start Dirty Price: | mark-to-market | £42.607 | Carry: | £0.164 |
|---|---|---|---|---|
| mark-to-model | £42.913 | Rolldown: | £-0.033 | |
| End Dirty Price: | mark-to-market | £42.405 | Variation: | £-0.793 |
| mark-to-model | £42.267 | Unexplained: | £0.460 |