T2IL - 2% Index-linked Treasury Stock 2035
Performance Attribution
All figures displayed assume a T+1 settlement date.
| Start Dirty Price: | mark-to-market | £80.647 | Carry: | £0.317 |
|---|---|---|---|---|
| mark-to-model | £80.647 | Rolldown: | £0.047 | |
| End Dirty Price: | mark-to-market | £80.867 | Variation: | £-0.154 |
| mark-to-model | £80.867 | Unexplained: | £0.011 |