T35 - 4½% Treasury Gilt 2035
Performance Attribution
All figures displayed assume a T+1 settlement date.
| Start Dirty Price: | mark-to-market | £98.471 | Carry: | £0.369 |
|---|---|---|---|---|
| mark-to-model | £98.666 | Rolldown: | £0.057 | |
| End Dirty Price: | mark-to-market | £96.630 | Variation: | £-2.530 |
| mark-to-model | £96.589 | Unexplained: | £0.263 |