TR63 - 4% Treasury Gilt 2063
Performance Attribution
All figures displayed assume a T+1 settlement date.
| Start Dirty Price: | mark-to-market | £75.918 | Carry: | £0.342 |
|---|---|---|---|---|
| mark-to-model | £77.008 | Rolldown: | £-0.024 | |
| End Dirty Price: | mark-to-market | £76.036 | Variation: | £-0.398 |
| mark-to-model | £76.939 | Unexplained: | £0.199 |