TG35 - 0 5/8% Treasury Gilt 2035
Performance Attribution
All figures displayed assume a T+1 settlement date.
| Start Dirty Price: | mark-to-market | £70.648 | Carry: | £0.245 |
|---|---|---|---|---|
| mark-to-model | £70.583 | Rolldown: | £0.052 | |
| End Dirty Price: | mark-to-market | £70.233 | Variation: | £-0.768 |
| mark-to-model | £70.137 | Unexplained: | £0.056 |