TR68 - 3½% Treasury Gilt 2068
Performance Attribution
All figures displayed assume a T+1 settlement date.
| Start Dirty Price: | mark-to-market | £69.622 | Carry: | £-1.452 |
|---|---|---|---|---|
| mark-to-model | £71.027 | Rolldown: | £-0.025 | |
| End Dirty Price: | mark-to-market | £66.882 | Variation: | £-1.288 |
| mark-to-model | £68.271 | Unexplained: | £0.026 |