T35V - 4¾% Treasury Gilt 2035
Performance Attribution
All figures displayed assume a T+1 settlement date.
| Start Dirty Price: | mark-to-market | £105.805 | Carry: | £0.357 |
|---|---|---|---|---|
| mark-to-model | £105.984 | Rolldown: | £0.070 | |
| End Dirty Price: | mark-to-market | £101.487 | Variation: | £-4.730 |
| mark-to-model | £101.694 | Unexplained: | £-0.016 |