TG35 - 0 5/8% Treasury Gilt 2035
Performance Attribution
All figures displayed assume a T+1 settlement date.
| Start Dirty Price: | mark-to-market | £69.429 | Carry: | £0.260 |
|---|---|---|---|---|
| mark-to-model | £69.375 | Rolldown: | £0.046 | |
| End Dirty Price: | mark-to-market | £67.555 | Variation: | £-2.344 |
| mark-to-model | £67.365 | Unexplained: | £0.163 |