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 | £44.620 | Carry: | £0.167 |
|---|---|---|---|---|
| mark-to-model | £44.620 | Rolldown: | £0.019 | |
| End Dirty Price: | mark-to-market | £43.102 | Variation: | £-1.711 |
| mark-to-model | £43.102 | Unexplained: | £0.006 |