T35V - 4¾% Treasury Gilt 2035
Performance Attribution
All figures displayed assume a T+1 settlement date.
| Start Dirty Price: | mark-to-market | £100.113 | Carry: | £0.374 |
|---|---|---|---|---|
| mark-to-model | £100.531 | Rolldown: | £0.066 | |
| End Dirty Price: | mark-to-market | £102.883 | Variation: | £2.243 |
| mark-to-model | £103.227 | Unexplained: | £0.087 |