T42 - 4½% Treasury Gilt 2042
Performance Attribution
All figures displayed assume a T+1 settlement date.
| Start Dirty Price: | mark-to-market | £91.126 | Carry: | £0.379 |
|---|---|---|---|---|
| mark-to-model | £91.221 | Rolldown: | £0.043 | |
| End Dirty Price: | mark-to-market | £92.465 | Variation: | £0.791 |
| mark-to-model | £92.447 | Unexplained: | £0.126 |