TG71 - 1 5/8% Treasury Gilt 2071
Performance Attribution
| Start Dirty Price: | mark-to-market | £41.988 | Carry: | £0.162 |
|---|---|---|---|---|
| mark-to-model | £42.567 | Rolldown: | £-0.020 | |
| End Dirty Price: | mark-to-market | £41.966 | Variation: | £-0.588 |
| mark-to-model | £42.126 | Unexplained: | £0.425 |