TG35 - 0 5/8% Treasury Gilt 2035
Performance Attribution
All figures displayed assume a T+1 settlement date.
| Start Dirty Price: | mark-to-market | £69.829 | Carry: | £0.262 |
|---|---|---|---|---|
| mark-to-model | £69.684 | Rolldown: | £0.048 | |
| End Dirty Price: | mark-to-market | £70.561 | Variation: | £0.512 |
| mark-to-model | £70.514 | Unexplained: | £-0.089 |