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 | £21.760 | Carry: | £0.082 |
|---|---|---|---|---|
| mark-to-model | £21.760 | Rolldown: | £-0.004 | |
| End Dirty Price: | mark-to-market | £21.875 | Variation: | £0.032 |
| mark-to-model | £21.875 | Unexplained: | £0.006 |