TR60 - 4% Treasury Gilt 2060
Performance Attribution
| Start Dirty Price: | mark-to-market | £85.494 | Carry: | £-1.654 |
|---|---|---|---|---|
| mark-to-model | £86.228 | Rolldown: | £-0.021 | |
| End Dirty Price: | mark-to-market | £82.111 | Variation: | £-1.289 |
| mark-to-model | £83.276 | Unexplained: | £-0.419 |