T42 - 4½% Treasury Gilt 2042
Performance Attribution
All figures displayed assume a T+1 settlement date.
| Start Dirty Price: | mark-to-market | £92.706 | Carry: | £0.384 |
|---|---|---|---|---|
| mark-to-model | £92.737 | Rolldown: | £0.045 | |
| End Dirty Price: | mark-to-market | £96.605 | Variation: | £3.435 |
| mark-to-model | £96.614 | Unexplained: | £0.035 |