T42 - 4½% Treasury Gilt 2042
Performance Attribution
All figures displayed assume a T+1 settlement date.
| Start Dirty Price: | mark-to-market | £94.794 | Carry: | £-1.883 |
|---|---|---|---|---|
| mark-to-model | £94.822 | Rolldown: | £0.046 | |
| End Dirty Price: | mark-to-market | £94.161 | Variation: | £1.196 |
| mark-to-model | £94.194 | Unexplained: | £0.008 |