TG35 - 0 5/8% Treasury Gilt 2035
Performance Attribution
All figures displayed assume a T+1 settlement date.
| Start Dirty Price: | mark-to-market | £68.080 | Carry: | £0.235 |
|---|---|---|---|---|
| mark-to-model | £68.134 | Rolldown: | £0.058 | |
| End Dirty Price: | mark-to-market | £69.618 | Variation: | £1.178 |
| mark-to-model | £69.614 | Unexplained: | £0.066 |