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