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 | £21.691 | Carry: | £-0.099 |
|---|---|---|---|---|
| mark-to-model | £21.691 | Rolldown: | £-0.009 | |
| End Dirty Price: | mark-to-market | £20.597 | Variation: | £-0.989 |
| mark-to-model | £20.597 | Unexplained: | £0.003 |