TG40 - 4 3/8% Treasury Gilt 2040
Performance Attribution
All figures displayed assume a T+1 settlement date.
| Start Dirty Price: | mark-to-market | £92.820 | Carry: | £0.349 |
|---|---|---|---|---|
| mark-to-model | £92.948 | Rolldown: | £0.058 | |
| End Dirty Price: | mark-to-market | £95.123 | Variation: | £1.988 |
| mark-to-model | £95.356 | Unexplained: | £-0.093 |