TR63 - 4% Treasury Gilt 2063
Performance Attribution
All figures displayed assume a T+1 settlement date.
| Start Dirty Price: | mark-to-market | £80.020 | Carry: | £0.310 |
|---|---|---|---|---|
| mark-to-model | £81.296 | Rolldown: | £-0.020 | |
| End Dirty Price: | mark-to-market | £80.377 | Variation: | £-0.044 |
| mark-to-model | £81.553 | Unexplained: | £0.112 |