T68 - 0 1/8% Index-linked Treasury Gilt 2068
Performance Attribution
All figures displayed assume a T+1 settlement date.
| Start Dirty Price: | mark-to-market | £14.872 | Carry: | £0.060 |
|---|---|---|---|---|
| mark-to-model | £14.872 | Rolldown: | £-0.011 | |
| End Dirty Price: | mark-to-market | £15.061 | Variation: | £0.137 |
| mark-to-model | £15.061 | Unexplained: | £0.004 |