T42 - 4½% Treasury Gilt 2042
Performance Attribution
All figures displayed assume a T+1 settlement date.
| Start Dirty Price: | mark-to-market | £93.941 | Carry: | £0.338 |
|---|---|---|---|---|
| mark-to-model | £93.882 | Rolldown: | £0.040 | |
| End Dirty Price: | mark-to-market | £94.247 | Variation: | £-0.130 |
| mark-to-model | £94.156 | Unexplained: | £0.058 |