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 | £100.770 | Carry: | £0.328 |
|---|---|---|---|---|
| mark-to-model | £100.770 | Rolldown: | £0.041 | |
| End Dirty Price: | mark-to-market | £102.109 | Variation: | £0.960 |
| mark-to-model | £102.109 | Unexplained: | £0.011 |