TR63 - 4% Treasury Gilt 2063
Performance Attribution
All figures displayed assume a T+1 settlement date.
| Start Dirty Price: | mark-to-market | £84.350 | Carry: | £0.332 |
|---|---|---|---|---|
| mark-to-model | £85.433 | Rolldown: | £-0.023 | |
| End Dirty Price: | mark-to-market | £77.999 | Variation: | £-6.496 |
| mark-to-model | £79.258 | Unexplained: | £-0.164 |