T40 - 4¼% Treasury Gilt 2040
Performance Attribution
All figures displayed assume a T+1 settlement date.
| Start Dirty Price: | mark-to-market | £92.673 | Carry: | £0.377 |
|---|---|---|---|---|
| mark-to-model | £92.694 | Rolldown: | £0.056 | |
| End Dirty Price: | mark-to-market | £90.353 | Variation: | £-2.676 |
| mark-to-model | £90.463 | Unexplained: | £-0.076 |