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 | £66.818 | Carry: | £0.243 |
|---|---|---|---|---|
| mark-to-model | £66.818 | Rolldown: | £0.052 | |
| End Dirty Price: | mark-to-market | £67.689 | Variation: | £0.568 |
| mark-to-model | £67.689 | Unexplained: | £0.009 |