T35 - 4½% Treasury Gilt 2035
Performance Attribution
All figures displayed assume a T+1 settlement date.
| Start Dirty Price: | mark-to-market | £98.536 | Carry: | £0.338 |
|---|---|---|---|---|
| mark-to-model | £98.898 | Rolldown: | £0.071 | |
| End Dirty Price: | mark-to-market | £100.325 | Variation: | £1.370 |
| mark-to-model | £100.690 | Unexplained: | £0.008 |