T42A - 0 5/8% Index-linked Treasury Gilt 2042
Performance Attribution
All figures displayed assume a T+1 settlement date.
| Start Dirty Price: | mark-to-market | £49.187 | Carry: | £0.182 |
|---|---|---|---|---|
| mark-to-model | £49.187 | Rolldown: | £0.027 | |
| End Dirty Price: | mark-to-market | £47.785 | Variation: | £-1.618 |
| mark-to-model | £47.785 | Unexplained: | £0.007 |