T39 - 4¼% Treasury Gilt 2039
Performance Attribution
All figures displayed assume a T+1 settlement date.
| Start Dirty Price: | mark-to-market | £95.072 | Carry: | £-1.744 |
|---|---|---|---|---|
| mark-to-model | £95.050 | Rolldown: | £0.062 | |
| End Dirty Price: | mark-to-market | £90.905 | Variation: | £-2.531 |
| mark-to-model | £90.850 | Unexplained: | £0.046 |