T29K - 4% Treasury Gilt 2029
Performance Attribution
All figures displayed assume a T+1 settlement date.
| Start Dirty Price: | mark-to-market | £101.845 | Carry: | £0.304 |
|---|---|---|---|---|
| mark-to-model | £102.154 | Rolldown: | £0.025 | |
| End Dirty Price: | mark-to-market | £102.219 | Variation: | £-0.030 |
| mark-to-model | £102.474 | Unexplained: | £0.074 |