TG29 - 0½% Treasury Gilt 2029
Performance Attribution
All figures displayed assume a T+1 settlement date.
| Start Dirty Price: | mark-to-market | £89.585 | Carry: | £0.272 |
|---|---|---|---|---|
| mark-to-model | £89.503 | Rolldown: | £0.024 | |
| End Dirty Price: | mark-to-market | £89.268 | Variation: | £-0.629 |
| mark-to-model | £89.181 | Unexplained: | £0.014 |