TR63 - 4% Treasury Gilt 2063
Performance Attribution
All figures displayed assume a T+1 settlement date.
| Start Dirty Price: | mark-to-market | £76.634 | Carry: | £0.328 |
|---|---|---|---|---|
| mark-to-model | £77.939 | Rolldown: | £-0.023 | |
| End Dirty Price: | mark-to-market | £72.864 | Variation: | £-4.365 |
| mark-to-model | £73.913 | Unexplained: | £0.290 |