TR39 - 1 1/8% Treasury Gilt 2039
Performance Attribution
All figures displayed assume a T+1 settlement date.
| Start Dirty Price: | mark-to-market | £62.712 | Carry: | £0.230 |
|---|---|---|---|---|
| mark-to-model | £62.294 | Rolldown: | £0.050 | |
| End Dirty Price: | mark-to-market | £64.368 | Variation: | £1.513 |
| mark-to-model | £64.096 | Unexplained: | £-0.138 |