TR60 - 4% Treasury Gilt 2060
Performance Attribution
All figures displayed assume a T+1 settlement date.
| Start Dirty Price: | mark-to-market | £77.394 | Carry: | £0.312 |
|---|---|---|---|---|
| mark-to-model | £78.153 | Rolldown: | £-0.020 | |
| End Dirty Price: | mark-to-market | £80.798 | Variation: | £2.582 |
| mark-to-model | £81.038 | Unexplained: | £0.531 |