TR39 - 1 1/8% Treasury Gilt 2039
Performance Attribution
All figures displayed assume a T+1 settlement date.
| Start Dirty Price: | mark-to-market | £66.424 | Carry: | £-0.312 |
|---|---|---|---|---|
| mark-to-model | £66.191 | Rolldown: | £0.048 | |
| End Dirty Price: | mark-to-market | £65.360 | Variation: | £-0.722 |
| mark-to-model | £65.222 | Unexplained: | £-0.078 |