T29K - 4% Treasury Gilt 2029
Performance Attribution
All figures displayed assume a T+1 settlement date.
| Start Dirty Price: | mark-to-market | £101.891 | Carry: | £0.269 |
|---|---|---|---|---|
| mark-to-model | £102.176 | Rolldown: | £0.029 | |
| End Dirty Price: | mark-to-market | £101.721 | Variation: | £-0.514 |
| mark-to-model | £101.982 | Unexplained: | £0.045 |