TG29 - 0½% Treasury Gilt 2029
Performance Attribution
All figures displayed assume a T+1 settlement date.
| Start Dirty Price: | mark-to-market | £91.358 | Carry: | £0.020 |
|---|---|---|---|---|
| mark-to-model | £91.294 | Rolldown: | £0.020 | |
| End Dirty Price: | mark-to-market | £91.402 | Variation: | £-0.011 |
| mark-to-model | £91.340 | Unexplained: | £0.016 |