T39 - 4¼% Treasury Gilt 2039
Performance Attribution
All figures displayed assume a T+1 settlement date.
| Start Dirty Price: | mark-to-market | £94.777 | Carry: | £0.338 |
|---|---|---|---|---|
| mark-to-model | £94.883 | Rolldown: | £0.053 | |
| End Dirty Price: | mark-to-market | £93.371 | Variation: | £-1.863 |
| mark-to-model | £93.424 | Unexplained: | £0.065 |