TR68 - 3½% Treasury Gilt 2068
Performance Attribution
All figures displayed assume a T+1 settlement date.
| Start Dirty Price: | mark-to-market | £73.393 | Carry: | £0.299 |
|---|---|---|---|---|
| mark-to-model | £75.387 | Rolldown: | £-0.028 | |
| End Dirty Price: | mark-to-market | £72.057 | Variation: | £-1.878 |
| mark-to-model | £73.799 | Unexplained: | £0.271 |