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 | £55.568 | Carry: | £0.200 |
|---|---|---|---|---|
| mark-to-model | £55.568 | Rolldown: | £0.038 | |
| End Dirty Price: | mark-to-market | £54.358 | Variation: | £-1.455 |
| mark-to-model | £54.358 | Unexplained: | £0.007 |