TR8F - 1¼% Index-linked Treasury Gilt 2055
Performance Attribution
All figures displayed assume a T+1 settlement date.
| Start Dirty Price: | mark-to-market | £40.102 | Carry: | £0.152 |
|---|---|---|---|---|
| mark-to-model | £40.102 | Rolldown: | £-0.008 | |
| End Dirty Price: | mark-to-market | £38.183 | Variation: | £-2.070 |
| mark-to-model | £38.183 | Unexplained: | £0.006 |