TG35 - 0 5/8% Treasury Gilt 2035
Performance Attribution
All figures displayed assume a T+1 settlement date.
| Start Dirty Price: | mark-to-market | £68.847 | Carry: | £0.229 |
|---|---|---|---|---|
| mark-to-model | £68.817 | Rolldown: | £0.053 | |
| End Dirty Price: | mark-to-market | £68.165 | Variation: | £-0.998 |
| mark-to-model | £68.109 | Unexplained: | £0.035 |