TR68 - 3½% Treasury Gilt 2068
Performance Attribution
| Start Dirty Price: | mark-to-market | £73.371 | Carry: | £0.300 |
|---|---|---|---|---|
| mark-to-model | £76.702 | Rolldown: | £-0.044 | |
| End Dirty Price: | mark-to-market | £72.890 | Variation: | £-0.970 |
| mark-to-model | £76.018 | Unexplained: | £0.233 |