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 | £53.323 | Carry: | £0.216 |
|---|---|---|---|---|
| mark-to-model | £53.323 | Rolldown: | £0.036 | |
| End Dirty Price: | mark-to-market | £54.135 | Variation: | £0.552 |
| mark-to-model | £54.135 | Unexplained: | £0.007 |