TG39 - 0 1/8% Index-linked Treasury Gilt 2039
Performance Attribution
All figures displayed assume a T+1 settlement date.
| Start Dirty Price: | mark-to-market | £54.372 | Carry: | £0.187 |
|---|---|---|---|---|
| mark-to-model | £54.372 | Rolldown: | £0.041 | |
| End Dirty Price: | mark-to-market | £54.432 | Variation: | £-0.183 |
| mark-to-model | £54.432 | Unexplained: | £0.014 |