T39 - 4¼% Treasury Gilt 2039
Performance Attribution
All figures displayed assume a T+1 settlement date.
| Start Dirty Price: | mark-to-market | £97.046 | Carry: | £0.371 |
|---|---|---|---|---|
| mark-to-model | £96.917 | Rolldown: | £0.057 | |
| End Dirty Price: | mark-to-market | £96.512 | Variation: | £-0.933 |
| mark-to-model | £96.437 | Unexplained: | £-0.029 |