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 | £14.032 | Carry: | £0.051 |
|---|---|---|---|---|
| mark-to-model | £14.032 | Rolldown: | £-0.009 | |
| End Dirty Price: | mark-to-market | £14.125 | Variation: | £0.047 |
| mark-to-model | £14.125 | Unexplained: | £0.004 |