TR68 - 3½% Treasury Gilt 2068
Performance Attribution
All figures displayed assume a T+1 settlement date.
| Start Dirty Price: | mark-to-market | £70.454 | Carry: | £0.281 |
|---|---|---|---|---|
| mark-to-model | £72.172 | Rolldown: | £-0.024 | |
| End Dirty Price: | mark-to-market | £70.864 | Variation: | £0.123 |
| mark-to-model | £72.562 | Unexplained: | £0.031 |