TR63 - 4% Treasury Gilt 2063
Performance Attribution
All figures displayed assume a T+1 settlement date.
| Start Dirty Price: | mark-to-market | £77.037 | Carry: | £0.331 |
|---|---|---|---|---|
| mark-to-model | £78.045 | Rolldown: | £-0.025 | |
| End Dirty Price: | mark-to-market | £78.455 | Variation: | £0.924 |
| mark-to-model | £79.286 | Unexplained: | £0.188 |