TR60 - 4% Treasury Gilt 2060
Performance Attribution
All figures displayed assume a T+1 settlement date.
| Start Dirty Price: | mark-to-market | £82.834 | Carry: | £0.340 |
|---|---|---|---|---|
| mark-to-model | £83.068 | Rolldown: | £-0.018 | |
| End Dirty Price: | mark-to-market | £81.496 | Variation: | £-1.679 |
| mark-to-model | £81.735 | Unexplained: | £0.018 |