T40 - 4¼% Treasury Gilt 2040
Performance Attribution
All figures displayed assume a T+1 settlement date.
| Start Dirty Price: | mark-to-market | £92.666 | Carry: | £0.336 |
|---|---|---|---|---|
| mark-to-model | £92.659 | Rolldown: | £0.047 | |
| End Dirty Price: | mark-to-market | £91.031 | Variation: | £-2.035 |
| mark-to-model | £91.019 | Unexplained: | £0.017 |