T40 - 4¼% Treasury Gilt 2040
Performance Attribution
All figures displayed assume a T+1 settlement date.
| Start Dirty Price: | mark-to-market | £91.332 | Carry: | £0.347 |
|---|---|---|---|---|
| mark-to-model | £91.366 | Rolldown: | £0.054 | |
| End Dirty Price: | mark-to-market | £93.758 | Variation: | £2.034 |
| mark-to-model | £93.813 | Unexplained: | £-0.010 |