T29K - 4% Treasury Gilt 2029
Performance Attribution
All figures displayed assume a T+1 settlement date.
| Start Dirty Price: | mark-to-market | £100.930 | Carry: | £0.298 |
|---|---|---|---|---|
| mark-to-model | £101.229 | Rolldown: | £0.026 | |
| End Dirty Price: | mark-to-market | £101.032 | Variation: | £-0.263 |
| mark-to-model | £101.322 | Unexplained: | £0.040 |