TR49 - 1 7/8% Index-linked Treasury Gilt 2049
Performance Attribution
All figures displayed assume a T+1 settlement date.
| Start Dirty Price: | mark-to-market | £54.872 | Carry: | £0.209 |
|---|---|---|---|---|
| mark-to-model | £54.872 | Rolldown: | £0.006 | |
| End Dirty Price: | mark-to-market | £52.904 | Variation: | £-2.191 |
| mark-to-model | £52.904 | Unexplained: | £0.008 |