TR68 - 3½% Treasury Gilt 2068
Performance Attribution
All figures displayed assume a T+1 settlement date.
| Start Dirty Price: | mark-to-market | £70.914 | Carry: | £0.300 |
|---|---|---|---|---|
| mark-to-model | £72.959 | Rolldown: | £-0.032 | |
| End Dirty Price: | mark-to-market | £67.418 | Variation: | £-3.234 |
| mark-to-model | £70.004 | Unexplained: | £-0.529 |