T35V - 4¾% Treasury Gilt 2035
Performance Attribution
All figures displayed assume a T+1 settlement date.
| Start Dirty Price: | mark-to-market | £100.079 | Carry: | £0.378 |
|---|---|---|---|---|
| mark-to-model | £100.155 | Rolldown: | £0.057 | |
| End Dirty Price: | mark-to-market | £101.118 | Variation: | £0.633 |
| mark-to-model | £101.235 | Unexplained: | £-0.028 |