TR63 - 4% Treasury Gilt 2063
Performance Attribution
All figures displayed assume a T+1 settlement date.
| Start Dirty Price: | mark-to-market | £79.677 | Carry: | £0.343 |
|---|---|---|---|---|
| mark-to-model | £81.625 | Rolldown: | £-0.028 | |
| End Dirty Price: | mark-to-market | £76.035 | Variation: | £-3.865 |
| mark-to-model | £78.087 | Unexplained: | £-0.092 |