T39 - 4¼% Treasury Gilt 2039
Performance Attribution
All figures displayed assume a T+1 settlement date.
| Start Dirty Price: | mark-to-market | £92.440 | Carry: | £0.369 |
|---|---|---|---|---|
| mark-to-model | £92.464 | Rolldown: | £0.052 | |
| End Dirty Price: | mark-to-market | £90.657 | Variation: | £-2.160 |
| mark-to-model | £90.737 | Unexplained: | £-0.044 |