TR45 - 0 5/8% Index-linked Treasury Gilt 2045
Performance Attribution
All figures displayed assume a T+1 settlement date.
| Start Dirty Price: | mark-to-market | £45.990 | Carry: | £0.190 |
|---|---|---|---|---|
| mark-to-model | £45.990 | Rolldown: | £0.021 | |
| End Dirty Price: | mark-to-market | £46.705 | Variation: | £0.491 |
| mark-to-model | £46.705 | Unexplained: | £0.013 |