T40 - 4¼% Treasury Gilt 2040
Performance Attribution
All figures displayed assume a T+1 settlement date.
| Start Dirty Price: | mark-to-market | £94.845 | Carry: | £0.369 |
|---|---|---|---|---|
| mark-to-model | £94.740 | Rolldown: | £0.051 | |
| End Dirty Price: | mark-to-market | £94.259 | Variation: | £-1.011 |
| mark-to-model | £94.174 | Unexplained: | £0.004 |