TR60 - 4% Treasury Gilt 2060
Performance Attribution
All figures displayed assume a T+1 settlement date.
| Start Dirty Price: | mark-to-market | £79.511 | Carry: | £0.343 |
|---|---|---|---|---|
| mark-to-model | £80.244 | Rolldown: | £-0.021 | |
| End Dirty Price: | mark-to-market | £75.848 | Variation: | £-3.927 |
| mark-to-model | £76.650 | Unexplained: | £-0.058 |