T39 - 4¼% Treasury Gilt 2039
Performance Attribution
All figures displayed assume a T+1 settlement date.
| Start Dirty Price: | mark-to-market | £91.816 | Carry: | £0.342 |
|---|---|---|---|---|
| mark-to-model | £91.703 | Rolldown: | £0.059 | |
| End Dirty Price: | mark-to-market | £94.025 | Variation: | £1.939 |
| mark-to-model | £94.056 | Unexplained: | £-0.132 |