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 | £54.972 | Carry: | £-0.710 |
|---|---|---|---|---|
| mark-to-model | £54.972 | Rolldown: | £0.009 | |
| End Dirty Price: | mark-to-market | £52.665 | Variation: | £-1.615 |
| mark-to-model | £52.665 | Unexplained: | £0.008 |