TR39 - 1 1/8% Treasury Gilt 2039
Performance Attribution
| Start Dirty Price: | mark-to-market | £63.020 | Carry: | £0.248 |
|---|---|---|---|---|
| mark-to-model | £62.867 | Rolldown: | £0.035 | |
| End Dirty Price: | mark-to-market | £63.213 | Variation: | £-0.305 |
| mark-to-model | £62.870 | Unexplained: | £0.215 |