TG35 - 0 5/8% Treasury Gilt 2035
Performance Attribution
All figures displayed assume a T+1 settlement date.
| Start Dirty Price: | mark-to-market | £72.182 | Carry: | £0.242 |
|---|---|---|---|---|
| mark-to-model | £72.105 | Rolldown: | £0.057 | |
| End Dirty Price: | mark-to-market | £68.714 | Variation: | £-3.822 |
| mark-to-model | £68.591 | Unexplained: | £0.055 |