TG40 - 4 3/8% Treasury Gilt 2040
Performance Attribution
All figures displayed assume a T+1 settlement date.
| Start Dirty Price: | mark-to-market | £93.184 | Carry: | £-1.792 |
|---|---|---|---|---|
| mark-to-model | £93.373 | Rolldown: | £0.050 | |
| End Dirty Price: | mark-to-market | £91.182 | Variation: | £-0.314 |
| mark-to-model | £91.356 | Unexplained: | £0.054 |