TR60 - 4% Treasury Gilt 2060
Performance Attribution
All figures displayed assume a T+1 settlement date.
| Start Dirty Price: | mark-to-market | £78.836 | Carry: | £0.339 |
|---|---|---|---|---|
| mark-to-model | £78.888 | Rolldown: | £-0.018 | |
| End Dirty Price: | mark-to-market | £80.338 | Variation: | £1.098 |
| mark-to-model | £80.319 | Unexplained: | £0.082 |