TR63 - 4% Treasury Gilt 2063
Performance Attribution
All figures displayed assume a T+1 settlement date.
| Start Dirty Price: | mark-to-market | £77.522 | Carry: | £-1.687 |
|---|---|---|---|---|
| mark-to-model | £79.466 | Rolldown: | £-0.027 | |
| End Dirty Price: | mark-to-market | £78.918 | Variation: | £2.682 |
| mark-to-model | £80.446 | Unexplained: | £0.428 |