T2IL - 2% Index-linked Treasury Stock 2035
Performance Attribution
All figures displayed assume a T+1 settlement date.
| Start Dirty Price: | mark-to-market | £81.928 | Carry: | £0.279 |
|---|---|---|---|---|
| mark-to-model | £81.928 | Rolldown: | £0.060 | |
| End Dirty Price: | mark-to-market | £81.872 | Variation: | £-0.405 |
| mark-to-model | £81.872 | Unexplained: | £0.010 |