TR56 - 0 1/8% Index-Linked Treasury Gilt 2056
Performance Attribution
All figures displayed assume a T+1 settlement date.
| Start Dirty Price: | mark-to-market | £21.355 | Carry: | £0.092 |
|---|---|---|---|---|
| mark-to-model | £21.355 | Rolldown: | £-0.006 | |
| End Dirty Price: | mark-to-market | £19.620 | Variation: | £-1.824 |
| mark-to-model | £19.620 | Unexplained: | £0.003 |