T2IL - 2% Index-linked Treasury Stock 2035
Performance Attribution
All figures displayed assume a T+1 settlement date.
| Start Dirty Price: | mark-to-market | £80.495 | Carry: | £0.294 |
|---|---|---|---|---|
| mark-to-model | £80.495 | Rolldown: | £0.058 | |
| End Dirty Price: | mark-to-market | £82.680 | Variation: | £1.824 |
| mark-to-model | £82.680 | Unexplained: | £0.010 |