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 | £55.334 | Carry: | £0.227 |
|---|---|---|---|---|
| mark-to-model | £55.334 | Rolldown: | £0.036 | |
| End Dirty Price: | mark-to-market | £56.138 | Variation: | £0.533 |
| mark-to-model | £56.138 | Unexplained: | £0.008 |