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 | £88.889 | Carry: | £0.261 |
|---|---|---|---|---|
| mark-to-model | £88.889 | Rolldown: | £0.024 | |
| End Dirty Price: | mark-to-market | £88.969 | Variation: | £-0.232 |
| mark-to-model | £88.969 | Unexplained: | £0.028 |