TR8F - 1¼% Index-linked Treasury Gilt 2055
Performance Attribution
All figures displayed assume a T+1 settlement date.
| Start Dirty Price: | mark-to-market | £39.384 | Carry: | £0.170 |
|---|---|---|---|---|
| mark-to-model | £39.384 | Rolldown: | £-0.006 | |
| End Dirty Price: | mark-to-market | £37.125 | Variation: | £-2.429 |
| mark-to-model | £37.125 | Unexplained: | £0.006 |