T39 - 4¼% Treasury Gilt 2039
Performance Attribution
All figures displayed assume a T+1 settlement date.
| Start Dirty Price: | mark-to-market | £96.371 | Carry: | £0.350 |
|---|---|---|---|---|
| mark-to-model | £96.227 | Rolldown: | £0.059 | |
| End Dirty Price: | mark-to-market | £91.319 | Variation: | £-5.258 |
| mark-to-model | £91.391 | Unexplained: | £-0.204 |