TR68 - 3½% Treasury Gilt 2068
Performance Attribution
All figures displayed assume a T+1 settlement date.
| Start Dirty Price: | mark-to-market | £68.690 | Carry: | £0.272 |
|---|---|---|---|---|
| mark-to-model | £70.884 | Rolldown: | £-0.030 | |
| End Dirty Price: | mark-to-market | £71.426 | Variation: | £2.545 |
| mark-to-model | £73.681 | Unexplained: | £-0.050 |