T35V - 4¾% Treasury Gilt 2035
Performance Attribution
All figures displayed assume a T+1 settlement date.
| Start Dirty Price: | mark-to-market | £99.660 | Carry: | £0.400 |
|---|---|---|---|---|
| mark-to-model | £99.659 | Rolldown: | £0.055 | |
| End Dirty Price: | mark-to-market | £99.788 | Variation: | £-0.316 |
| mark-to-model | £99.839 | Unexplained: | £-0.011 |