TR39 - 1 1/8% Treasury Gilt 2039
Performance Attribution
All figures displayed assume a T+1 settlement date.
| Start Dirty Price: | mark-to-market | £63.613 | Carry: | £0.252 |
|---|---|---|---|---|
| mark-to-model | £63.540 | Rolldown: | £0.044 | |
| End Dirty Price: | mark-to-market | £61.313 | Variation: | £-2.624 |
| mark-to-model | £61.239 | Unexplained: | £0.028 |