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 | £61.404 | Carry: | £0.236 |
|---|---|---|---|---|
| mark-to-model | £61.404 | Rolldown: | £0.043 | |
| End Dirty Price: | mark-to-market | £60.840 | Variation: | £-0.852 |
| mark-to-model | £60.840 | Unexplained: | £0.008 |