T39 - 4¼% Treasury Gilt 2039
Performance Attribution
All figures displayed assume a T+1 settlement date.
| Start Dirty Price: | mark-to-market | £95.697 | Carry: | £0.358 |
|---|---|---|---|---|
| mark-to-model | £95.699 | Rolldown: | £0.057 | |
| End Dirty Price: | mark-to-market | £95.052 | Variation: | £-1.071 |
| mark-to-model | £95.081 | Unexplained: | £0.012 |