T30I - 4 1/8% Index-linked Treasury Stock 2030
Performance Attribution
All figures displayed assume a T+1 settlement date.
| Start Dirty Price: | mark-to-market | £101.148 | Carry: | £0.321 |
|---|---|---|---|---|
| mark-to-model | £101.148 | Rolldown: | £0.047 | |
| End Dirty Price: | mark-to-market | £100.512 | Variation: | £-1.015 |
| mark-to-model | £100.512 | Unexplained: | £0.011 |