TG40 - 4 3/8% Treasury Gilt 2040
Performance Attribution
All figures displayed assume a T+1 settlement date.
| Start Dirty Price: | mark-to-market | £93.346 | Carry: | £0.377 |
|---|---|---|---|---|
| mark-to-model | £93.551 | Rolldown: | £0.052 | |
| End Dirty Price: | mark-to-market | £90.293 | Variation: | £-3.348 |
| mark-to-model | £90.672 | Unexplained: | £-0.134 |