TR39 - 1 1/8% Treasury Gilt 2039
Performance Attribution
All figures displayed assume a T+1 settlement date.
| Start Dirty Price: | mark-to-market | £63.111 | Carry: | £0.264 |
|---|---|---|---|---|
| mark-to-model | £63.070 | Rolldown: | £0.042 | |
| End Dirty Price: | mark-to-market | £63.327 | Variation: | £-0.132 |
| mark-to-model | £63.252 | Unexplained: | £0.043 |