TG40 - 4 3/8% Treasury Gilt 2040
Performance Attribution
All figures displayed assume a T+1 settlement date.
| Start Dirty Price: | mark-to-market | £96.858 | Carry: | £0.365 |
|---|---|---|---|---|
| mark-to-model | £97.056 | Rolldown: | £0.057 | |
| End Dirty Price: | mark-to-market | £96.189 | Variation: | £-1.088 |
| mark-to-model | £96.428 | Unexplained: | £-0.003 |