T47 - 0¾% Index-linked Treasury Gilt 2047
Performance Attribution
All figures displayed assume a T+1 settlement date.
| Start Dirty Price: | mark-to-market | £40.504 | Carry: | £-0.199 |
|---|---|---|---|---|
| mark-to-model | £40.504 | Rolldown: | £0.012 | |
| End Dirty Price: | mark-to-market | £40.397 | Variation: | £0.056 |
| mark-to-model | £40.397 | Unexplained: | £0.024 |