TR68 - 3½% Treasury Gilt 2068
Performance Attribution
All figures displayed assume a T+1 settlement date.
| Start Dirty Price: | mark-to-market | £74.607 | Carry: | £0.290 |
|---|---|---|---|---|
| mark-to-model | £76.262 | Rolldown: | £-0.027 | |
| End Dirty Price: | mark-to-market | £68.817 | Variation: | £-6.125 |
| mark-to-model | £70.411 | Unexplained: | £0.072 |