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 | £45.650 | Carry: | £0.186 |
|---|---|---|---|---|
| mark-to-model | £45.650 | Rolldown: | £0.035 | |
| End Dirty Price: | mark-to-market | £48.108 | Variation: | £2.230 |
| mark-to-model | £48.108 | Unexplained: | £0.006 |