TG35 - 0 5/8% Treasury Gilt 2035
Performance Attribution
| Start Dirty Price: | mark-to-market | £67.604 | Carry: | £0.254 |
|---|---|---|---|---|
| mark-to-model | £67.448 | Rolldown: | £0.041 | |
| End Dirty Price: | mark-to-market | £68.201 | Variation: | £0.333 |
| mark-to-model | £68.102 | Unexplained: | £-0.031 |