TR39 - 1 1/8% Treasury Gilt 2039
Performance Attribution
All figures displayed assume a T+1 settlement date.
| Start Dirty Price: | mark-to-market | £64.488 | Carry: | £0.221 |
|---|---|---|---|---|
| mark-to-model | £64.302 | Rolldown: | £0.045 | |
| End Dirty Price: | mark-to-market | £64.445 | Variation: | £-0.203 |
| mark-to-model | £64.382 | Unexplained: | £-0.106 |