TG29 - 0½% Treasury Gilt 2029
Performance Attribution
All figures displayed assume a T+1 settlement date.
| Start Dirty Price: | mark-to-market | £91.901 | Carry: | £0.254 |
|---|---|---|---|---|
| mark-to-model | £91.770 | Rolldown: | £0.019 | |
| End Dirty Price: | mark-to-market | £90.113 | Variation: | £-2.023 |
| mark-to-model | £90.030 | Unexplained: | £-0.038 |