TR39 - 1 1/8% Treasury Gilt 2039
Performance Attribution
| Start Dirty Price: | mark-to-market | £63.877 | Carry: | £0.241 |
|---|---|---|---|---|
| mark-to-model | £63.561 | Rolldown: | £0.048 | |
| End Dirty Price: | mark-to-market | £63.360 | Variation: | £-0.722 |
| mark-to-model | £63.136 | Unexplained: | £-0.083 |