TR60 - 4% Treasury Gilt 2060
Performance Attribution
All figures displayed assume a T+1 settlement date.
| Start Dirty Price: | mark-to-market | £77.794 | Carry: | £0.337 |
|---|---|---|---|---|
| mark-to-model | £78.012 | Rolldown: | £-0.017 | |
| End Dirty Price: | mark-to-market | £74.762 | Variation: | £-3.519 |
| mark-to-model | £74.836 | Unexplained: | £0.167 |