TG48 - 0 1/8% Index-linked Treasury Gilt 2048
Performance Attribution
All figures displayed assume a T+1 settlement date.
| Start Dirty Price: | mark-to-market | £32.203 | Carry: | £0.122 |
|---|---|---|---|---|
| mark-to-model | £32.203 | Rolldown: | £0.007 | |
| End Dirty Price: | mark-to-market | £30.698 | Variation: | £-1.639 |
| mark-to-model | £30.698 | Unexplained: | £0.005 |