TG40 - 4 3/8% Treasury Gilt 2040
Performance Attribution
All figures displayed assume a T+1 settlement date.
| Start Dirty Price: | mark-to-market | £92.709 | Carry: | £0.394 |
|---|---|---|---|---|
| mark-to-model | £93.018 | Rolldown: | £0.050 | |
| End Dirty Price: | mark-to-market | £93.093 | Variation: | £-0.157 |
| mark-to-model | £93.318 | Unexplained: | £0.098 |