TR29 - 0 7/8% Treasury Gilt 2029
Performance Attribution
All figures displayed assume a T+1 settlement date.
| Start Dirty Price: | mark-to-market | £90.554 | Carry: | £0.272 |
|---|---|---|---|---|
| mark-to-model | £90.362 | Rolldown: | £0.029 | |
| End Dirty Price: | mark-to-market | £90.761 | Variation: | £-0.054 |
| mark-to-model | £90.627 | Unexplained: | £-0.040 |