T40 - 4¼% Treasury Gilt 2040
Performance Attribution
All figures displayed assume a T+1 settlement date.
| Start Dirty Price: | mark-to-market | £93.007 | Carry: | £0.327 |
|---|---|---|---|---|
| mark-to-model | £92.911 | Rolldown: | £0.048 | |
| End Dirty Price: | mark-to-market | £93.154 | Variation: | £-0.184 |
| mark-to-model | £93.128 | Unexplained: | £-0.045 |