TR39 - 1 1/8% Treasury Gilt 2039
Performance Attribution
All figures displayed assume a T+1 settlement date.
| Start Dirty Price: | mark-to-market | £66.853 | Carry: | £0.240 |
|---|---|---|---|---|
| mark-to-model | £66.706 | Rolldown: | £0.050 | |
| End Dirty Price: | mark-to-market | £62.906 | Variation: | £-4.186 |
| mark-to-model | £62.819 | Unexplained: | £-0.050 |