T39 - 4¼% Treasury Gilt 2039
Performance Attribution
All figures displayed assume a T+1 settlement date.
| Start Dirty Price: | mark-to-market | £95.321 | Carry: | £-1.782 |
|---|---|---|---|---|
| mark-to-model | £95.220 | Rolldown: | £0.053 | |
| End Dirty Price: | mark-to-market | £93.385 | Variation: | £-0.185 |
| mark-to-model | £93.318 | Unexplained: | £-0.023 |