T42 - 4½% Treasury Gilt 2042
Performance Attribution
All figures displayed assume a T+1 settlement date.
| Start Dirty Price: | mark-to-market | £96.052 | Carry: | £0.382 |
|---|---|---|---|---|
| mark-to-model | £95.963 | Rolldown: | £0.043 | |
| End Dirty Price: | mark-to-market | £95.358 | Variation: | £-1.137 |
| mark-to-model | £95.276 | Unexplained: | £0.018 |