TR37 - 1 1/8% Index-linked Treasury Gilt 2037
Performance Attribution
All figures displayed assume a T+1 settlement date.
| Start Dirty Price: | mark-to-market | £68.153 | Carry: | £0.259 |
|---|---|---|---|---|
| mark-to-model | £68.153 | Rolldown: | £0.051 | |
| End Dirty Price: | mark-to-market | £69.056 | Variation: | £0.576 |
| mark-to-model | £69.056 | Unexplained: | £0.017 |