T42 - 4½% Treasury Gilt 2042
Performance Attribution
| Start Dirty Price: | mark-to-market | £95.844 | Carry: | £0.345 |
|---|---|---|---|---|
| mark-to-model | £95.971 | Rolldown: | £0.026 | |
| End Dirty Price: | mark-to-market | £94.370 | Variation: | £-2.002 |
| mark-to-model | £94.352 | Unexplained: | £0.158 |