TR39 - 1 1/8% Treasury Gilt 2039
Performance Attribution
All figures displayed assume a T+1 settlement date.
| Start Dirty Price: | mark-to-market | £65.591 | Carry: | £0.242 |
|---|---|---|---|---|
| mark-to-model | £65.333 | Rolldown: | £0.048 | |
| End Dirty Price: | mark-to-market | £64.929 | Variation: | £-0.854 |
| mark-to-model | £64.794 | Unexplained: | £-0.098 |