TG29 - 0½% Treasury Gilt 2029
Performance Attribution
All figures displayed assume a T+1 settlement date.
| Start Dirty Price: | mark-to-market | £91.152 | Carry: | £0.247 |
|---|---|---|---|---|
| mark-to-model | £91.096 | Rolldown: | £0.024 | |
| End Dirty Price: | mark-to-market | £91.021 | Variation: | £-0.456 |
| mark-to-model | £90.920 | Unexplained: | £0.054 |