TG29 - 0½% Treasury Gilt 2029
Performance Attribution
All figures displayed assume a T+1 settlement date.
| Start Dirty Price: | mark-to-market | £90.654 | Carry: | £0.296 |
|---|---|---|---|---|
| mark-to-model | £90.568 | Rolldown: | £0.015 | |
| End Dirty Price: | mark-to-market | £90.138 | Variation: | £-0.712 |
| mark-to-model | £90.199 | Unexplained: | £-0.114 |