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 | £48.606 | Carry: | £0.205 |
|---|---|---|---|---|
| mark-to-model | £48.606 | Rolldown: | £0.028 | |
| End Dirty Price: | mark-to-market | £49.283 | Variation: | £0.437 |
| mark-to-model | £49.283 | Unexplained: | £0.007 |