TG71 - 1 5/8% Treasury Gilt 2071
Performance Attribution
| Start Dirty Price: | mark-to-market | £41.422 | Carry: | £0.156 |
|---|---|---|---|---|
| mark-to-model | £41.110 | Rolldown: | £-0.023 | |
| End Dirty Price: | mark-to-market | £40.366 | Variation: | £-0.687 |
| mark-to-model | £40.561 | Unexplained: | £-0.502 |