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 | £21.427 | Carry: | £0.091 |
|---|---|---|---|---|
| mark-to-model | £21.427 | Rolldown: | £-0.011 | |
| End Dirty Price: | mark-to-market | £19.762 | Variation: | £-1.748 |
| mark-to-model | £19.762 | Unexplained: | £0.003 |