TG40 - 4 3/8% Treasury Gilt 2040
Performance Attribution
All figures displayed assume a T+1 settlement date.
| Start Dirty Price: | mark-to-market | £97.543 | Carry: | £0.357 |
|---|---|---|---|---|
| mark-to-model | £97.574 | Rolldown: | £0.058 | |
| End Dirty Price: | mark-to-market | £92.345 | Variation: | £-5.358 |
| mark-to-model | £92.643 | Unexplained: | £-0.254 |