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 | £87.848 | Carry: | £0.263 |
|---|---|---|---|---|
| mark-to-model | £87.848 | Rolldown: | £0.027 | |
| End Dirty Price: | mark-to-market | £88.562 | Variation: | £0.414 |
| mark-to-model | £88.562 | Unexplained: | £0.009 |