TG29 - 0½% Treasury Gilt 2029
Performance Attribution
All figures displayed assume a T+1 settlement date.
| Start Dirty Price: | mark-to-market | £91.087 | Carry: | £0.297 |
|---|---|---|---|---|
| mark-to-model | £91.062 | Rolldown: | £0.019 | |
| End Dirty Price: | mark-to-market | £91.559 | Variation: | £0.140 |
| mark-to-model | £91.527 | Unexplained: | £0.016 |