T35V - 4¾% Treasury Gilt 2035
Performance Attribution
All figures displayed assume a T+1 settlement date.
| Start Dirty Price: | mark-to-market | £104.375 | Carry: | £0.373 |
|---|---|---|---|---|
| mark-to-model | £104.610 | Rolldown: | £0.068 | |
| End Dirty Price: | mark-to-market | £104.233 | Variation: | £-0.639 |
| mark-to-model | £104.437 | Unexplained: | £0.056 |