TG54 - 1¼% Index-linked Treasury Gilt 2054
Performance Attribution
All figures displayed assume a T+1 settlement date.
| Start Dirty Price: | mark-to-market | £40.716 | Carry: | £0.170 |
|---|---|---|---|---|
| mark-to-model | £40.716 | Rolldown: | £-0.003 | |
| End Dirty Price: | mark-to-market | £39.482 | Variation: | £-1.407 |
| mark-to-model | £39.482 | Unexplained: | £0.006 |