TR37 - 1 1/8% Index-linked Treasury Gilt 2037

Performance Attribution
Start Dirty Price: mark-to-market £66.272 Carry: £0.227
mark-to-model £66.272 Rolldown: £0.035
End Dirty Price: mark-to-market £65.355 Variation: £-1.188
mark-to-model £65.355 Unexplained: £0.009