T29K - 4% Treasury Gilt 2029
Performance Attribution
All figures displayed assume a T+1 settlement date.
| Start Dirty Price: | mark-to-market | £102.743 | Carry: | £0.297 |
|---|---|---|---|---|
| mark-to-model | £102.988 | Rolldown: | £0.024 | |
| End Dirty Price: | mark-to-market | £100.736 | Variation: | £-2.344 |
| mark-to-model | £100.976 | Unexplained: | £0.016 |