TG73 - 0 1/8% Index-linked Treasury Gilt 2073
Performance Attribution
All figures displayed assume a T+1 settlement date.
| Start Dirty Price: | mark-to-market | £12.727 | Carry: | £0.045 |
|---|---|---|---|---|
| mark-to-model | £12.727 | Rolldown: | £-0.012 | |
| End Dirty Price: | mark-to-market | £11.492 | Variation: | £-1.269 |
| mark-to-model | £11.492 | Unexplained: | £0.002 |