T35 - 4½% Treasury Gilt 2035
Performance Attribution
All figures displayed assume a T+1 settlement date.
| Start Dirty Price: | mark-to-market | £101.890 | Carry: | £-2.161 |
|---|---|---|---|---|
| mark-to-model | £102.238 | Rolldown: | £0.075 | |
| End Dirty Price: | mark-to-market | £97.833 | Variation: | £-1.934 |
| mark-to-model | £98.231 | Unexplained: | £-0.036 |