TR46 - 0 1/8% Index-linked Treasury Gilt 2046
Performance Attribution
All figures displayed assume a T+1 settlement date.
| Start Dirty Price: | mark-to-market | £36.374 | Carry: | £0.137 |
|---|---|---|---|---|
| mark-to-model | £36.374 | Rolldown: | £0.014 | |
| End Dirty Price: | mark-to-market | £34.914 | Variation: | £-1.616 |
| mark-to-model | £34.914 | Unexplained: | £0.005 |