T42 - 4½% Treasury Gilt 2042
Performance Attribution
All figures displayed assume a T+1 settlement date.
| Start Dirty Price: | mark-to-market | £91.313 | Carry: | £0.380 |
|---|---|---|---|---|
| mark-to-model | £91.393 | Rolldown: | £0.042 | |
| End Dirty Price: | mark-to-market | £90.472 | Variation: | £-1.237 |
| mark-to-model | £90.592 | Unexplained: | £-0.026 |