T41 - 0 1/8% Index-linked Treasury Gilt 2041
Performance Attribution
All figures displayed assume a T+1 settlement date.
| Start Dirty Price: | mark-to-market | £46.392 | Carry: | £0.190 |
|---|---|---|---|---|
| mark-to-model | £46.392 | Rolldown: | £0.036 | |
| End Dirty Price: | mark-to-market | £44.719 | Variation: | £-1.906 |
| mark-to-model | £44.719 | Unexplained: | £0.006 |