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 | £66.389 | Carry: | £-0.299 |
|---|---|---|---|---|
| mark-to-model | £66.389 | Rolldown: | £0.045 | |
| End Dirty Price: | mark-to-market | £66.066 | Variation: | £-0.105 |
| mark-to-model | £66.066 | Unexplained: | £0.036 |