T42 - 4½% Treasury Gilt 2042
Performance Attribution
| Start Dirty Price: | mark-to-market | £95.584 | Carry: | £0.365 |
|---|---|---|---|---|
| mark-to-model | £95.606 | Rolldown: | £0.041 | |
| End Dirty Price: | mark-to-market | £94.293 | Variation: | £-1.630 |
| mark-to-model | £94.396 | Unexplained: | £-0.068 |