TR39 - 1 1/8% Treasury Gilt 2039
Performance Attribution
All figures displayed assume a T+1 settlement date.
| Start Dirty Price: | mark-to-market | £63.966 | Carry: | £0.245 |
|---|---|---|---|---|
| mark-to-model | £63.873 | Rolldown: | £0.044 | |
| End Dirty Price: | mark-to-market | £64.846 | Variation: | £0.575 |
| mark-to-model | £64.746 | Unexplained: | £0.016 |