T40 - 4¼% Treasury Gilt 2040
Performance Attribution
All figures displayed assume a T+1 settlement date.
| Start Dirty Price: | mark-to-market | £96.272 | Carry: | £0.356 |
|---|---|---|---|---|
| mark-to-model | £96.180 | Rolldown: | £0.054 | |
| End Dirty Price: | mark-to-market | £91.103 | Variation: | £-5.431 |
| mark-to-model | £91.172 | Unexplained: | £-0.149 |