T35 - 4½% Treasury Gilt 2035
Performance Attribution
All figures displayed assume a T+1 settlement date.
| Start Dirty Price: | mark-to-market | £98.335 | Carry: | £0.387 |
|---|---|---|---|---|
| mark-to-model | £98.381 | Rolldown: | £0.053 | |
| End Dirty Price: | mark-to-market | £98.684 | Variation: | £-0.173 |
| mark-to-model | £98.660 | Unexplained: | £0.082 |