TR60 - 4% Treasury Gilt 2060
Performance Attribution
All figures displayed assume a T+1 settlement date.
| Start Dirty Price: | mark-to-market | £75.673 | Carry: | £0.345 |
|---|---|---|---|---|
| mark-to-model | £75.614 | Rolldown: | £-0.016 | |
| End Dirty Price: | mark-to-market | £75.223 | Variation: | £-0.777 |
| mark-to-model | £75.200 | Unexplained: | £-0.002 |