TG35 - 0 5/8% Treasury Gilt 2035
Performance Attribution
All figures displayed assume a T+1 settlement date.
| Start Dirty Price: | mark-to-market | £69.528 | Carry: | £0.259 |
|---|---|---|---|---|
| mark-to-model | £69.470 | Rolldown: | £0.046 | |
| End Dirty Price: | mark-to-market | £68.300 | Variation: | £-1.653 |
| mark-to-model | £68.131 | Unexplained: | £0.120 |