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 | £60.727 | Carry: | £0.238 |
|---|---|---|---|---|
| mark-to-model | £60.727 | Rolldown: | £0.041 | |
| End Dirty Price: | mark-to-market | £61.665 | Variation: | £0.650 |
| mark-to-model | £61.665 | Unexplained: | £0.008 |