TR63 - 4% Treasury Gilt 2063
Performance Attribution
All figures displayed assume a T+1 settlement date.
| Start Dirty Price: | mark-to-market | £82.934 | Carry: | £0.341 |
|---|---|---|---|---|
| mark-to-model | £84.371 | Rolldown: | £-0.024 | |
| End Dirty Price: | mark-to-market | £81.686 | Variation: | £-1.829 |
| mark-to-model | £82.882 | Unexplained: | £0.264 |