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 | £40.144 | Carry: | £0.169 |
|---|---|---|---|---|
| mark-to-model | £40.144 | Rolldown: | £0.025 | |
| End Dirty Price: | mark-to-market | £38.384 | Variation: | £-1.960 |
| mark-to-model | £38.384 | Unexplained: | £0.006 |