T35 - 4½% Treasury Gilt 2035
Performance Attribution
All figures displayed assume a T+1 settlement date.
| Start Dirty Price: | mark-to-market | £99.312 | Carry: | £0.370 |
|---|---|---|---|---|
| mark-to-model | £99.343 | Rolldown: | £0.055 | |
| End Dirty Price: | mark-to-market | £100.288 | Variation: | £0.600 |
| mark-to-model | £100.382 | Unexplained: | £-0.049 |