TR63 - 4% Treasury Gilt 2063
Performance Attribution
All figures displayed assume a T+1 settlement date.
| Start Dirty Price: | mark-to-market | £80.638 | Carry: | £0.306 |
|---|---|---|---|---|
| mark-to-model | £82.884 | Rolldown: | £-0.028 | |
| End Dirty Price: | mark-to-market | £77.604 | Variation: | £-3.651 |
| mark-to-model | £79.523 | Unexplained: | £0.338 |