T2IL - 2% Index-linked Treasury Stock 2035
Performance Attribution
All figures displayed assume a T+1 settlement date.
| Start Dirty Price: | mark-to-market | £81.106 | Carry: | £0.295 |
|---|---|---|---|---|
| mark-to-model | £81.106 | Rolldown: | £0.066 | |
| End Dirty Price: | mark-to-market | £79.779 | Variation: | £-1.699 |
| mark-to-model | £79.779 | Unexplained: | £0.010 |