TR60 - 4% Treasury Gilt 2060
Performance Attribution
All figures displayed assume a T+1 settlement date.
| Start Dirty Price: | mark-to-market | £82.929 | Carry: | £0.335 |
|---|---|---|---|---|
| mark-to-model | £83.189 | Rolldown: | £-0.018 | |
| End Dirty Price: | mark-to-market | £82.317 | Variation: | £-0.986 |
| mark-to-model | £82.555 | Unexplained: | £0.057 |