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 | £100.554 | Carry: | £0.348 |
|---|---|---|---|---|
| mark-to-model | £100.554 | Rolldown: | £0.031 | |
| End Dirty Price: | mark-to-market | £101.532 | Variation: | £0.588 |
| mark-to-model | £101.532 | Unexplained: | £0.012 |