T29K - 4% Treasury Gilt 2029
Performance Attribution
All figures displayed assume a T+1 settlement date.
| Start Dirty Price: | mark-to-market | £99.389 | Carry: | £0.327 |
|---|---|---|---|---|
| mark-to-model | £99.644 | Rolldown: | £0.022 | |
| End Dirty Price: | mark-to-market | £99.945 | Variation: | £0.175 |
| mark-to-model | £100.178 | Unexplained: | £0.032 |