TR29 - 0 7/8% Treasury Gilt 2029
Performance Attribution
All figures displayed assume a T+1 settlement date.
| Start Dirty Price: | mark-to-market | £89.746 | Carry: | £0.297 |
|---|---|---|---|---|
| mark-to-model | £89.660 | Rolldown: | £0.024 | |
| End Dirty Price: | mark-to-market | £90.227 | Variation: | £0.200 |
| mark-to-model | £90.192 | Unexplained: | £-0.040 |