TR68 - 3½% Treasury Gilt 2068
Performance Attribution
All figures displayed assume a T+1 settlement date.
| Start Dirty Price: | mark-to-market | £69.572 | Carry: | £0.294 |
|---|---|---|---|---|
| mark-to-model | £71.118 | Rolldown: | £-0.026 | |
| End Dirty Price: | mark-to-market | £65.892 | Variation: | £-3.977 |
| mark-to-model | £67.439 | Unexplained: | £0.029 |