T29 - 0 1/8% Index-linked Treasury Gilt 2029
Performance Attribution
All figures displayed assume a T+1 settlement date.
| Start Dirty Price: | mark-to-market | £87.440 | Carry: | £0.219 |
|---|---|---|---|---|
| mark-to-model | £87.440 | Rolldown: | £0.027 | |
| End Dirty Price: | mark-to-market | £87.566 | Variation: | £-0.148 |
| mark-to-model | £87.566 | Unexplained: | £0.028 |