TR39 - 1 1/8% Treasury Gilt 2039
Performance Attribution
All figures displayed assume a T+1 settlement date.
| Start Dirty Price: | mark-to-market | £63.722 | Carry: | £0.251 |
|---|---|---|---|---|
| mark-to-model | £63.317 | Rolldown: | £0.052 | |
| End Dirty Price: | mark-to-market | £61.997 | Variation: | £-1.970 |
| mark-to-model | £61.658 | Unexplained: | £-0.057 |