TR29 - 0 7/8% Treasury Gilt 2029
Performance Attribution
All figures displayed assume a T+1 settlement date.
| Start Dirty Price: | mark-to-market | £90.527 | Carry: | £0.250 |
|---|---|---|---|---|
| mark-to-model | £90.357 | Rolldown: | £0.033 | |
| End Dirty Price: | mark-to-market | £90.214 | Variation: | £-0.548 |
| mark-to-model | £90.102 | Unexplained: | £-0.048 |