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 | £67.697 | Carry: | £0.255 |
|---|---|---|---|---|
| mark-to-model | £67.697 | Rolldown: | £0.050 | |
| End Dirty Price: | mark-to-market | £66.540 | Variation: | £-1.471 |
| mark-to-model | £66.540 | Unexplained: | £0.009 |