TR68 - 3½% Treasury Gilt 2068
Performance Attribution
| Start Dirty Price: | mark-to-market | £76.015 | Carry: | £-1.446 |
|---|---|---|---|---|
| mark-to-model | £78.453 | Rolldown: | £-0.029 | |
| End Dirty Price: | mark-to-market | £73.020 | Variation: | £-0.990 |
| mark-to-model | £75.998 | Unexplained: | £-0.529 |