T35 - 4½% Treasury Gilt 2035
Performance Attribution
All figures displayed assume a T+1 settlement date.
| Start Dirty Price: | mark-to-market | £101.573 | Carry: | £0.350 |
|---|---|---|---|---|
| mark-to-model | £101.873 | Rolldown: | £0.063 | |
| End Dirty Price: | mark-to-market | £101.161 | Variation: | £-0.911 |
| mark-to-model | £101.411 | Unexplained: | £0.086 |