T62 - 0 3/8% Index-linked Treasury Gilt 2062
Performance Attribution
All figures displayed assume a T+1 settlement date.
| Start Dirty Price: | mark-to-market | £22.069 | Carry: | £0.082 |
|---|---|---|---|---|
| mark-to-model | £22.069 | Rolldown: | £-0.012 | |
| End Dirty Price: | mark-to-market | £20.532 | Variation: | £-1.611 |
| mark-to-model | £20.532 | Unexplained: | £0.003 |