TG36 - 0 1/8% Index-linked Treasury Gilt 2036
Performance Attribution
All figures displayed assume a T+1 settlement date.
| Start Dirty Price: | mark-to-market | £60.189 | Carry: | £0.205 |
|---|---|---|---|---|
| mark-to-model | £60.189 | Rolldown: | £0.048 | |
| End Dirty Price: | mark-to-market | £59.338 | Variation: | £-1.112 |
| mark-to-model | £59.338 | Unexplained: | £0.008 |