T35V - 4¾% Treasury Gilt 2035
Performance Attribution
All figures displayed assume a T+1 settlement date.
| Start Dirty Price: | mark-to-market | £101.925 | Carry: | £0.356 |
|---|---|---|---|---|
| mark-to-model | £102.238 | Rolldown: | £0.066 | |
| End Dirty Price: | mark-to-market | £102.894 | Variation: | £0.412 |
| mark-to-model | £103.085 | Unexplained: | £0.134 |