TR29 - 0 7/8% Treasury Gilt 2029
Performance Attribution
All figures displayed assume a T+1 settlement date.
| Start Dirty Price: | mark-to-market | £89.056 | Carry: | £-0.177 |
|---|---|---|---|---|
| mark-to-model | £88.686 | Rolldown: | £0.031 | |
| End Dirty Price: | mark-to-market | £89.325 | Variation: | £0.360 |
| mark-to-model | £88.910 | Unexplained: | £0.055 |