T44 - 0 1/8% Index-linked Treasury Gilt 2044
Performance Attribution
All figures displayed assume a T+1 settlement date.
| Start Dirty Price: | mark-to-market | £40.427 | Carry: | £0.151 |
|---|---|---|---|---|
| mark-to-model | £40.427 | Rolldown: | £0.021 | |
| End Dirty Price: | mark-to-market | £39.033 | Variation: | £-1.572 |
| mark-to-model | £39.033 | Unexplained: | £0.006 |