T29K - 4% Treasury Gilt 2029
Performance Attribution
All figures displayed assume a T+1 settlement date.
| Start Dirty Price: | mark-to-market | £101.332 | Carry: | £-2.143 |
|---|---|---|---|---|
| mark-to-model | £101.578 | Rolldown: | £0.020 | |
| End Dirty Price: | mark-to-market | £98.256 | Variation: | £-0.858 |
| mark-to-model | £98.621 | Unexplained: | £-0.095 |