TG40 - 4 3/8% Treasury Gilt 2040
Performance Attribution
All figures displayed assume a T+1 settlement date.
| Start Dirty Price: | mark-to-market | £93.872 | Carry: | £0.366 |
|---|---|---|---|---|
| mark-to-model | £94.074 | Rolldown: | £0.052 | |
| End Dirty Price: | mark-to-market | £95.103 | Variation: | £0.733 |
| mark-to-model | £95.238 | Unexplained: | £0.080 |