T58 - 0 1/8% Index-linked Treasury Gilt 2058
Performance Attribution
All figures displayed assume a T+1 settlement date.
| Start Dirty Price: | mark-to-market | £20.208 | Carry: | £0.087 |
|---|---|---|---|---|
| mark-to-model | £20.208 | Rolldown: | £-0.007 | |
| End Dirty Price: | mark-to-market | £18.514 | Variation: | £-1.776 |
| mark-to-model | £18.514 | Unexplained: | £0.003 |