TG40 - 4 3/8% Treasury Gilt 2040
Performance Attribution
All figures displayed assume a T+1 settlement date.
| Start Dirty Price: | mark-to-market | £96.068 | Carry: | £0.345 |
|---|---|---|---|---|
| mark-to-model | £96.275 | Rolldown: | £0.052 | |
| End Dirty Price: | mark-to-market | £94.537 | Variation: | £-1.936 |
| mark-to-model | £94.749 | Unexplained: | £0.007 |