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 | £50.715 | Carry: | £0.206 |
|---|---|---|---|---|
| mark-to-model | £50.715 | Rolldown: | £0.030 | |
| End Dirty Price: | mark-to-market | £51.481 | Variation: | £0.517 |
| mark-to-model | £51.481 | Unexplained: | £0.014 |