TR68 - 3½% Treasury Gilt 2068
Performance Attribution
All figures displayed assume a T+1 settlement date.
| Start Dirty Price: | mark-to-market | £66.662 | Carry: | £0.300 |
|---|---|---|---|---|
| mark-to-model | £68.047 | Rolldown: | £-0.026 | |
| End Dirty Price: | mark-to-market | £66.367 | Variation: | £-0.657 |
| mark-to-model | £67.695 | Unexplained: | £0.088 |