T40 - 4¼% Treasury Gilt 2040
Performance Attribution
All figures displayed assume a T+1 settlement date.
| Start Dirty Price: | mark-to-market | £90.410 | Carry: | £0.368 |
|---|---|---|---|---|
| mark-to-model | £90.453 | Rolldown: | £0.051 | |
| End Dirty Price: | mark-to-market | £91.659 | Variation: | £0.742 |
| mark-to-model | £91.626 | Unexplained: | £0.088 |