TR60 - 4% Treasury Gilt 2060
Performance Attribution
All figures displayed assume a T+1 settlement date.
| Start Dirty Price: | mark-to-market | £82.320 | Carry: | £-1.686 |
|---|---|---|---|---|
| mark-to-model | £83.401 | Rolldown: | £-0.021 | |
| End Dirty Price: | mark-to-market | £77.459 | Variation: | £-3.472 |
| mark-to-model | £78.233 | Unexplained: | £0.319 |