T2IL - 2% Index-linked Treasury Stock 2035
Performance Attribution
All figures displayed assume a T+1 settlement date.
| Start Dirty Price: | mark-to-market | £80.908 | Carry: | £0.307 |
|---|---|---|---|---|
| mark-to-model | £80.908 | Rolldown: | £0.045 | |
| End Dirty Price: | mark-to-market | £82.039 | Variation: | £0.768 |
| mark-to-model | £82.039 | Unexplained: | £0.010 |