TR68 - 3½% Treasury Gilt 2068
Performance Attribution
All figures displayed assume a T+1 settlement date.
| Start Dirty Price: | mark-to-market | £73.444 | Carry: | £0.293 |
|---|---|---|---|---|
| mark-to-model | £75.457 | Rolldown: | £-0.028 | |
| End Dirty Price: | mark-to-market | £72.819 | Variation: | £-0.706 |
| mark-to-model | £75.046 | Unexplained: | £-0.185 |