T42 - 4½% Treasury Gilt 2042
Performance Attribution
All figures displayed assume a T+1 settlement date.
| Start Dirty Price: | mark-to-market | £97.531 | Carry: | £0.369 |
|---|---|---|---|---|
| mark-to-model | £97.444 | Rolldown: | £0.046 | |
| End Dirty Price: | mark-to-market | £91.992 | Variation: | £-5.789 |
| mark-to-model | £92.084 | Unexplained: | £-0.165 |