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 | £60.577 | Carry: | £0.174 |
|---|---|---|---|---|
| mark-to-model | £60.577 | Rolldown: | £0.043 | |
| End Dirty Price: | mark-to-market | £60.694 | Variation: | £-0.133 |
| mark-to-model | £60.694 | Unexplained: | £0.033 |