T40 - 4¼% Treasury Gilt 2040
Performance Attribution
All figures displayed assume a T+1 settlement date.
| Start Dirty Price: | mark-to-market | £95.496 | Carry: | £-1.762 |
|---|---|---|---|---|
| mark-to-model | £95.579 | Rolldown: | £0.053 | |
| End Dirty Price: | mark-to-market | £92.743 | Variation: | £-1.092 |
| mark-to-model | £92.814 | Unexplained: | £0.048 |