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 | £66.422 | Carry: | £-0.291 |
|---|---|---|---|---|
| mark-to-model | £66.422 | Rolldown: | £0.044 | |
| End Dirty Price: | mark-to-market | £66.044 | Variation: | £-0.141 |
| mark-to-model | £66.044 | Unexplained: | £0.009 |