TR29 - 0 7/8% Treasury Gilt 2029
Performance Attribution
All figures displayed assume a T+1 settlement date.
| Start Dirty Price: | mark-to-market | £88.448 | Carry: | £0.252 |
|---|---|---|---|---|
| mark-to-model | £88.188 | Rolldown: | £0.029 | |
| End Dirty Price: | mark-to-market | £88.505 | Variation: | £-0.213 |
| mark-to-model | £88.266 | Unexplained: | £-0.012 |