TG54 - 1¼% Index-linked Treasury Gilt 2054
Performance Attribution
All figures displayed assume a T+1 settlement date.
| Start Dirty Price: | mark-to-market | £39.089 | Carry: | £-0.454 |
|---|---|---|---|---|
| mark-to-model | £39.089 | Rolldown: | £-0.004 | |
| End Dirty Price: | mark-to-market | £38.623 | Variation: | £-0.031 |
| mark-to-model | £38.623 | Unexplained: | £0.023 |