TR29 - 0 7/8% Treasury Gilt 2029
Performance Attribution
All figures displayed assume a T+1 settlement date.
| Start Dirty Price: | mark-to-market | £89.169 | Carry: | £0.276 |
|---|---|---|---|---|
| mark-to-model | £88.912 | Rolldown: | £0.034 | |
| End Dirty Price: | mark-to-market | £88.733 | Variation: | £-0.784 |
| mark-to-model | £88.448 | Unexplained: | £0.038 |