TG40 - 4 3/8% Treasury Gilt 2040
Performance Attribution
| Start Dirty Price: | mark-to-market | £96.625 | Carry: | £0.378 |
|---|---|---|---|---|
| mark-to-model | £96.608 | Rolldown: | £0.037 | |
| End Dirty Price: | mark-to-market | £95.930 | Variation: | £-1.245 |
| mark-to-model | £95.792 | Unexplained: | £0.134 |