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 | £73.019 | Carry: | £0.270 |
|---|---|---|---|---|
| mark-to-model | £73.019 | Rolldown: | £0.063 | |
| End Dirty Price: | mark-to-market | £71.668 | Variation: | £-1.694 |
| mark-to-model | £71.668 | Unexplained: | £0.009 |