TR29 - 0 7/8% Treasury Gilt 2029
Performance Attribution
All figures displayed assume a T+1 settlement date.
| Start Dirty Price: | mark-to-market | £91.305 | Carry: | £0.257 |
|---|---|---|---|---|
| mark-to-model | £91.164 | Rolldown: | £0.028 | |
| End Dirty Price: | mark-to-market | £89.247 | Variation: | £-2.443 |
| mark-to-model | £89.017 | Unexplained: | £0.100 |