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 | £101.034 | Carry: | £0.319 |
|---|---|---|---|---|
| mark-to-model | £101.034 | Rolldown: | £0.042 | |
| End Dirty Price: | mark-to-market | £101.889 | Variation: | £0.473 |
| mark-to-model | £101.889 | Unexplained: | £0.021 |