TR39 - 1 1/8% Treasury Gilt 2039
Performance Attribution
All figures displayed assume a T+1 settlement date.
| Start Dirty Price: | mark-to-market | £63.313 | Carry: | £-0.296 |
|---|---|---|---|---|
| mark-to-model | £63.263 | Rolldown: | £0.042 | |
| End Dirty Price: | mark-to-market | £62.812 | Variation: | £-0.230 |
| mark-to-model | £62.805 | Unexplained: | £-0.017 |