TR68 - 3½% Treasury Gilt 2068
Performance Attribution
All figures displayed assume a T+1 settlement date.
| Start Dirty Price: | mark-to-market | £73.365 | Carry: | £-1.475 |
|---|---|---|---|---|
| mark-to-model | £75.953 | Rolldown: | £-0.031 | |
| End Dirty Price: | mark-to-market | £68.670 | Variation: | £-3.538 |
| mark-to-model | £70.919 | Unexplained: | £0.350 |