TR63 - 4% Treasury Gilt 2063
Performance Attribution
All figures displayed assume a T+1 settlement date.
| Start Dirty Price: | mark-to-market | £81.032 | Carry: | £0.328 |
|---|---|---|---|---|
| mark-to-model | £82.509 | Rolldown: | £-0.024 | |
| End Dirty Price: | mark-to-market | £80.343 | Variation: | £-0.904 |
| mark-to-model | £81.942 | Unexplained: | £-0.087 |