T40 - 4¼% Treasury Gilt 2040
Performance Attribution
All figures displayed assume a T+1 settlement date.
| Start Dirty Price: | mark-to-market | £89.671 | Carry: | £0.388 |
|---|---|---|---|---|
| mark-to-model | £89.716 | Rolldown: | £0.047 | |
| End Dirty Price: | mark-to-market | £89.874 | Variation: | £-0.336 |
| mark-to-model | £89.854 | Unexplained: | £0.104 |