TR68 - 3½% Treasury Gilt 2068
Performance Attribution
All figures displayed assume a T+1 settlement date.
| Start Dirty Price: | mark-to-market | £69.737 | Carry: | £0.296 |
|---|---|---|---|---|
| mark-to-model | £71.251 | Rolldown: | £-0.029 | |
| End Dirty Price: | mark-to-market | £70.937 | Variation: | £0.726 |
| mark-to-model | £72.253 | Unexplained: | £0.208 |