TR29 - 0 7/8% Treasury Gilt 2029
Performance Attribution
All figures displayed assume a T+1 settlement date.
| Start Dirty Price: | mark-to-market | £89.416 | Carry: | £0.295 |
|---|---|---|---|---|
| mark-to-model | £89.197 | Rolldown: | £0.021 | |
| End Dirty Price: | mark-to-market | £88.622 | Variation: | £-0.979 |
| mark-to-model | £88.567 | Unexplained: | £-0.130 |