T42 - 4½% Treasury Gilt 2042
Performance Attribution
All figures displayed assume a T+1 settlement date.
| Start Dirty Price: | mark-to-market | £93.603 | Carry: | £0.389 |
|---|---|---|---|---|
| mark-to-model | £93.690 | Rolldown: | £0.046 | |
| End Dirty Price: | mark-to-market | £91.174 | Variation: | £-2.952 |
| mark-to-model | £91.187 | Unexplained: | £0.087 |