T35 - 4½% Treasury Gilt 2035
Performance Attribution
All figures displayed assume a T+1 settlement date.
| Start Dirty Price: | mark-to-market | £101.858 | Carry: | £0.350 |
|---|---|---|---|---|
| mark-to-model | £102.038 | Rolldown: | £0.069 | |
| End Dirty Price: | mark-to-market | £97.758 | Variation: | £-4.546 |
| mark-to-model | £97.924 | Unexplained: | £0.027 |