TG40 - 4 3/8% Treasury Gilt 2040
Performance Attribution
All figures displayed assume a T+1 settlement date.
| Start Dirty Price: | mark-to-market | £94.309 | Carry: | £0.342 |
|---|---|---|---|---|
| mark-to-model | £94.393 | Rolldown: | £0.052 | |
| End Dirty Price: | mark-to-market | £94.477 | Variation: | £-0.214 |
| mark-to-model | £94.585 | Unexplained: | £-0.011 |