TG29 - 0½% Treasury Gilt 2029
Performance Attribution
All figures displayed assume a T+1 settlement date.
| Start Dirty Price: | mark-to-market | £89.472 | Carry: | £0.257 |
|---|---|---|---|---|
| mark-to-model | £89.375 | Rolldown: | £0.022 | |
| End Dirty Price: | mark-to-market | £90.160 | Variation: | £0.287 |
| mark-to-model | £89.952 | Unexplained: | £0.121 |