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 | £73.943 | Carry: | £0.237 |
|---|---|---|---|---|
| mark-to-model | £73.943 | Rolldown: | £0.055 | |
| End Dirty Price: | mark-to-market | £73.901 | Variation: | £-0.353 |
| mark-to-model | £73.901 | Unexplained: | £0.018 |