TR35 - 1 1/8% Index-linked Treasury Gilt 2035
Performance Attribution
All figures displayed assume a T+1 settlement date.
| Start Dirty Price: | mark-to-market | £73.021 | Carry: | £0.254 |
|---|---|---|---|---|
| mark-to-model | £73.021 | Rolldown: | £0.055 | |
| End Dirty Price: | mark-to-market | £73.743 | Variation: | £0.404 |
| mark-to-model | £73.743 | Unexplained: | £0.009 |