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 | £73.901 | Carry: | £-0.296 |
|---|---|---|---|---|
| mark-to-model | £73.901 | Rolldown: | £0.054 | |
| End Dirty Price: | mark-to-market | £72.179 | Variation: | £-1.489 |
| mark-to-model | £72.179 | Unexplained: | £0.009 |