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 | £61.794 | Carry: | £0.204 |
|---|---|---|---|---|
| mark-to-model | £61.794 | Rolldown: | £0.049 | |
| End Dirty Price: | mark-to-market | £61.787 | Variation: | £-0.276 |
| mark-to-model | £61.787 | Unexplained: | £0.016 |