TG35 - 0 5/8% Treasury Gilt 2035
Performance Attribution
All figures displayed assume a T+1 settlement date.
| Start Dirty Price: | mark-to-market | £68.937 | Carry: | £0.254 |
|---|---|---|---|---|
| mark-to-model | £68.907 | Rolldown: | £0.061 | |
| End Dirty Price: | mark-to-market | £67.539 | Variation: | £-1.631 |
| mark-to-model | £67.600 | Unexplained: | £-0.082 |