TR39 - 1 1/8% Treasury Gilt 2039
Performance Attribution
All figures displayed assume a T+1 settlement date.
| Start Dirty Price: | mark-to-market | £64.084 | Carry: | £0.226 |
|---|---|---|---|---|
| mark-to-model | £63.768 | Rolldown: | £0.044 | |
| End Dirty Price: | mark-to-market | £62.941 | Variation: | £-1.421 |
| mark-to-model | £62.625 | Unexplained: | £0.008 |