TG40 - 4 3/8% Treasury Gilt 2040
Performance Attribution
All figures displayed assume a T+1 settlement date.
| Start Dirty Price: | mark-to-market | £98.267 | Carry: | £-1.812 |
|---|---|---|---|---|
| mark-to-model | £98.313 | Rolldown: | £0.055 | |
| End Dirty Price: | mark-to-market | £95.543 | Variation: | £-0.967 |
| mark-to-model | £95.615 | Unexplained: | £-0.001 |