T42 - 4½% Treasury Gilt 2042
Performance Attribution
All figures displayed assume a T+1 settlement date.
| Start Dirty Price: | mark-to-market | £92.937 | Carry: | £0.386 |
|---|---|---|---|---|
| mark-to-model | £92.931 | Rolldown: | £0.041 | |
| End Dirty Price: | mark-to-market | £89.673 | Variation: | £-3.557 |
| mark-to-model | £89.842 | Unexplained: | £-0.135 |