T35 - 4½% Treasury Gilt 2035
Performance Attribution
All figures displayed assume a T+1 settlement date.
| Start Dirty Price: | mark-to-market | £102.756 | Carry: | £0.362 |
|---|---|---|---|---|
| mark-to-model | £102.960 | Rolldown: | £0.067 | |
| End Dirty Price: | mark-to-market | £102.674 | Variation: | £-0.572 |
| mark-to-model | £102.842 | Unexplained: | £0.060 |