TR68 - 3½% Treasury Gilt 2068
Performance Attribution
| Start Dirty Price: | mark-to-market | £73.011 | Carry: | £0.293 |
|---|---|---|---|---|
| mark-to-model | £75.793 | Rolldown: | £-0.033 | |
| End Dirty Price: | mark-to-market | £72.486 | Variation: | £-1.004 |
| mark-to-model | £75.059 | Unexplained: | £0.219 |