TG35 - 0 5/8% Treasury Gilt 2035
Performance Attribution
All figures displayed assume a T+1 settlement date.
| Start Dirty Price: | mark-to-market | £70.246 | Carry: | £0.225 |
|---|---|---|---|---|
| mark-to-model | £70.154 | Rolldown: | £0.053 | |
| End Dirty Price: | mark-to-market | £70.124 | Variation: | £-0.351 |
| mark-to-model | £70.099 | Unexplained: | £-0.049 |