TR39 - 1 1/8% Treasury Gilt 2039
Performance Attribution
| Start Dirty Price: | mark-to-market | £63.555 | Carry: | £0.246 |
|---|---|---|---|---|
| mark-to-model | £63.367 | Rolldown: | £0.032 | |
| End Dirty Price: | mark-to-market | £63.010 | Variation: | £-0.932 |
| mark-to-model | £62.722 | Unexplained: | £0.109 |