T40 - 4¼% Treasury Gilt 2040
Performance Attribution
All figures displayed assume a T+1 settlement date.
| Start Dirty Price: | mark-to-market | £90.596 | Carry: | £0.369 |
|---|---|---|---|---|
| mark-to-model | £90.636 | Rolldown: | £0.048 | |
| End Dirty Price: | mark-to-market | £89.824 | Variation: | £-1.191 |
| mark-to-model | £89.876 | Unexplained: | £0.002 |