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 | £44.283 | Carry: | £0.187 |
|---|---|---|---|---|
| mark-to-model | £44.283 | Rolldown: | £0.023 | |
| End Dirty Price: | mark-to-market | £42.388 | Variation: | £-2.112 |
| mark-to-model | £42.388 | Unexplained: | £0.006 |