TR60 - 4% Treasury Gilt 2060
Performance Attribution
All figures displayed assume a T+1 settlement date.
| Start Dirty Price: | mark-to-market | £77.814 | Carry: | £0.350 |
|---|---|---|---|---|
| mark-to-model | £77.898 | Rolldown: | £-0.017 | |
| End Dirty Price: | mark-to-market | £77.887 | Variation: | £-0.400 |
| mark-to-model | £77.843 | Unexplained: | £0.140 |