TG40 - 4 3/8% Treasury Gilt 2040
Performance Attribution
| Start Dirty Price: | mark-to-market | £95.838 | Carry: | £0.368 |
|---|---|---|---|---|
| mark-to-model | £95.825 | Rolldown: | £0.056 | |
| End Dirty Price: | mark-to-market | £95.141 | Variation: | £-0.899 |
| mark-to-model | £95.362 | Unexplained: | £-0.222 |