TG35 - 0 5/8% Treasury Gilt 2035
Performance Attribution
All figures displayed assume a T+1 settlement date.
| Start Dirty Price: | mark-to-market | £71.515 | Carry: | £-0.060 |
|---|---|---|---|---|
| mark-to-model | £71.383 | Rolldown: | £0.055 | |
| End Dirty Price: | mark-to-market | £70.998 | Variation: | £-0.503 |
| mark-to-model | £70.893 | Unexplained: | £-0.010 |