TR60 - 4% Treasury Gilt 2060
Performance Attribution
| Start Dirty Price: | mark-to-market | £82.180 | Carry: | £0.343 |
|---|---|---|---|---|
| mark-to-model | £83.320 | Rolldown: | £-0.026 | |
| End Dirty Price: | mark-to-market | £80.824 | Variation: | £-1.010 |
| mark-to-model | £82.661 | Unexplained: | £-0.662 |