T35 - 4½% Treasury Gilt 2035
Performance Attribution
All figures displayed assume a T+1 settlement date.
| Start Dirty Price: | mark-to-market | £101.337 | Carry: | £0.335 |
|---|---|---|---|---|
| mark-to-model | £101.622 | Rolldown: | £0.065 | |
| End Dirty Price: | mark-to-market | £100.619 | Variation: | £-1.155 |
| mark-to-model | £100.879 | Unexplained: | £0.038 |