TG40 - 4 3/8% Treasury Gilt 2040
Performance Attribution
All figures displayed assume a T+1 settlement date.
| Start Dirty Price: | mark-to-market | £94.008 | Carry: | £0.379 |
|---|---|---|---|---|
| mark-to-model | £94.219 | Rolldown: | £0.060 | |
| End Dirty Price: | mark-to-market | £91.796 | Variation: | £-2.600 |
| mark-to-model | £92.071 | Unexplained: | £-0.050 |