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 | £21.959 | Carry: | £0.083 |
|---|---|---|---|---|
| mark-to-model | £21.959 | Rolldown: | £-0.007 | |
| End Dirty Price: | mark-to-market | £20.468 | Variation: | £-1.571 |
| mark-to-model | £20.468 | Unexplained: | £0.003 |