T29K - 4% Treasury Gilt 2029
Performance Attribution
All figures displayed assume a T+1 settlement date.
| Start Dirty Price: | mark-to-market | £99.517 | Carry: | £0.349 |
|---|---|---|---|---|
| mark-to-model | £99.807 | Rolldown: | £0.024 | |
| End Dirty Price: | mark-to-market | £99.846 | Variation: | £-0.163 |
| mark-to-model | £100.052 | Unexplained: | £0.120 |