T40 - 4¼% Treasury Gilt 2040
Performance Attribution
All figures displayed assume a T+1 settlement date.
| Start Dirty Price: | mark-to-market | £92.018 | Carry: | £0.374 |
|---|---|---|---|---|
| mark-to-model | £92.052 | Rolldown: | £0.048 | |
| End Dirty Price: | mark-to-market | £88.971 | Variation: | £-3.376 |
| mark-to-model | £89.138 | Unexplained: | £-0.093 |