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 | £43.112 | Carry: | £0.182 |
|---|---|---|---|---|
| mark-to-model | £43.112 | Rolldown: | £0.022 | |
| End Dirty Price: | mark-to-market | £45.780 | Variation: | £2.458 |
| mark-to-model | £45.780 | Unexplained: | £0.006 |