TG29 - 0½% Treasury Gilt 2029
Performance Attribution
All figures displayed assume a T+1 settlement date.
| Start Dirty Price: | mark-to-market | £90.568 | Carry: | £0.315 |
|---|---|---|---|---|
| mark-to-model | £90.522 | Rolldown: | £0.017 | |
| End Dirty Price: | mark-to-market | £90.891 | Variation: | £0.026 |
| mark-to-model | £90.890 | Unexplained: | £-0.035 |