TR60 - 4% Treasury Gilt 2060
Performance Attribution
| Start Dirty Price: | mark-to-market | £81.569 | Carry: | £0.334 |
|---|---|---|---|---|
| mark-to-model | £83.110 | Rolldown: | £-0.023 | |
| End Dirty Price: | mark-to-market | £81.181 | Variation: | £-0.936 |
| mark-to-model | £82.496 | Unexplained: | £0.237 |