T2IL - 2% Index-linked Treasury Stock 2035
Performance Attribution
All figures displayed assume a T+1 settlement date.
| Start Dirty Price: | mark-to-market | £80.650 | Carry: | £0.304 |
|---|---|---|---|---|
| mark-to-model | £80.650 | Rolldown: | £0.048 | |
| End Dirty Price: | mark-to-market | £80.842 | Variation: | £-0.203 |
| mark-to-model | £80.842 | Unexplained: | £0.042 |