T42 - 4½% Treasury Gilt 2042
Performance Attribution
All figures displayed assume a T+1 settlement date.
| Start Dirty Price: | mark-to-market | £90.307 | Carry: | £0.399 |
|---|---|---|---|---|
| mark-to-model | £90.416 | Rolldown: | £0.041 | |
| End Dirty Price: | mark-to-market | £90.403 | Variation: | £-0.404 |
| mark-to-model | £90.491 | Unexplained: | £0.060 |