T35 - 4½% Treasury Gilt 2035
Performance Attribution
All figures displayed assume a T+1 settlement date.
| Start Dirty Price: | mark-to-market | £98.920 | Carry: | £0.393 |
|---|---|---|---|---|
| mark-to-model | £98.897 | Rolldown: | £0.053 | |
| End Dirty Price: | mark-to-market | £99.083 | Variation: | £-0.242 |
| mark-to-model | £99.141 | Unexplained: | £-0.041 |