TR63 - 4% Treasury Gilt 2063
Performance Attribution
All figures displayed assume a T+1 settlement date.
| Start Dirty Price: | mark-to-market | £75.878 | Carry: | £0.345 |
|---|---|---|---|---|
| mark-to-model | £76.630 | Rolldown: | £-0.023 | |
| End Dirty Price: | mark-to-market | £75.159 | Variation: | £-0.968 |
| mark-to-model | £76.019 | Unexplained: | £-0.074 |