T35V - 4¾% Treasury Gilt 2035
Performance Attribution
All figures displayed assume a T+1 settlement date.
| Start Dirty Price: | mark-to-market | £99.462 | Carry: | £0.388 |
|---|---|---|---|---|
| mark-to-model | £99.682 | Rolldown: | £0.059 | |
| End Dirty Price: | mark-to-market | £97.247 | Variation: | £-2.911 |
| mark-to-model | £97.245 | Unexplained: | £0.251 |