T42 - 4½% Treasury Gilt 2042
Performance Attribution
All figures displayed assume a T+1 settlement date.
| Start Dirty Price: | mark-to-market | £93.797 | Carry: | £0.347 |
|---|---|---|---|---|
| mark-to-model | £93.845 | Rolldown: | £0.039 | |
| End Dirty Price: | mark-to-market | £91.841 | Variation: | £-2.330 |
| mark-to-model | £91.913 | Unexplained: | £-0.011 |