T35 - 4½% Treasury Gilt 2035
Performance Attribution
All figures displayed assume a T+1 settlement date.
| Start Dirty Price: | mark-to-market | £101.737 | Carry: | £-1.914 |
|---|---|---|---|---|
| mark-to-model | £101.966 | Rolldown: | £0.065 | |
| End Dirty Price: | mark-to-market | £99.474 | Variation: | £-0.448 |
| mark-to-model | £99.682 | Unexplained: | £0.035 |