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 | £66.632 | Carry: | £0.258 |
|---|---|---|---|---|
| mark-to-model | £66.632 | Rolldown: | £0.056 | |
| End Dirty Price: | mark-to-market | £65.069 | Variation: | £-1.886 |
| mark-to-model | £65.069 | Unexplained: | £0.009 |