TR60 - 4% Treasury Gilt 2060
Performance Attribution
All figures displayed assume a T+1 settlement date.
| Start Dirty Price: | mark-to-market | £84.081 | Carry: | £0.331 |
|---|---|---|---|---|
| mark-to-model | £84.199 | Rolldown: | £-0.016 | |
| End Dirty Price: | mark-to-market | £77.952 | Variation: | £-6.399 |
| mark-to-model | £78.126 | Unexplained: | £-0.044 |