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 | £49.226 | Carry: | £0.192 |
|---|---|---|---|---|
| mark-to-model | £49.226 | Rolldown: | £0.032 | |
| End Dirty Price: | mark-to-market | £50.295 | Variation: | £0.838 |
| mark-to-model | £50.295 | Unexplained: | £0.007 |