TG35 - 0 5/8% Treasury Gilt 2035
Performance Attribution
All figures displayed assume a T+1 settlement date.
| Start Dirty Price: | mark-to-market | £69.345 | Carry: | £-0.036 |
|---|---|---|---|---|
| mark-to-model | £69.221 | Rolldown: | £0.045 | |
| End Dirty Price: | mark-to-market | £69.149 | Variation: | £-0.161 |
| mark-to-model | £69.096 | Unexplained: | £-0.044 |