TR60 - 4% Treasury Gilt 2060
Performance Attribution
All figures displayed assume a T+1 settlement date.
| Start Dirty Price: | mark-to-market | £79.819 | Carry: | £0.309 |
|---|---|---|---|---|
| mark-to-model | £80.011 | Rolldown: | £-0.014 | |
| End Dirty Price: | mark-to-market | £80.178 | Variation: | £0.089 |
| mark-to-model | £80.407 | Unexplained: | £-0.025 |