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 | £57.273 | Carry: | £0.226 |
|---|---|---|---|---|
| mark-to-model | £57.273 | Rolldown: | £0.041 | |
| End Dirty Price: | mark-to-market | £58.096 | Variation: | £0.541 |
| mark-to-model | £58.096 | Unexplained: | £0.015 |