T29K - 4% Treasury Gilt 2029
Performance Attribution
All figures displayed assume a T+1 settlement date.
| Start Dirty Price: | mark-to-market | £101.247 | Carry: | £-2.129 |
|---|---|---|---|---|
| mark-to-model | £101.512 | Rolldown: | £0.020 | |
| End Dirty Price: | mark-to-market | £99.127 | Variation: | £0.015 |
| mark-to-model | £99.430 | Unexplained: | £-0.026 |