TR40 - 0 5/8% Index-linked Treasury Gilt 2040
Performance Attribution
All figures displayed assume a T+1 settlement date.
| Start Dirty Price: | mark-to-market | £55.567 | Carry: | £0.224 |
|---|---|---|---|---|
| mark-to-model | £55.567 | Rolldown: | £0.045 | |
| End Dirty Price: | mark-to-market | £53.893 | Variation: | £-1.950 |
| mark-to-model | £53.893 | Unexplained: | £0.008 |