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 | £102.387 | Carry: | £-1.763 |
|---|---|---|---|---|
| mark-to-model | £102.387 | Rolldown: | £0.041 | |
| End Dirty Price: | mark-to-market | £100.338 | Variation: | £-0.337 |
| mark-to-model | £100.338 | Unexplained: | £0.011 |