TR29 - 0 7/8% Treasury Gilt 2029
Performance Attribution
All figures displayed assume a T+1 settlement date.
| Start Dirty Price: | mark-to-market | £88.622 | Carry: | £0.305 |
|---|---|---|---|---|
| mark-to-model | £88.567 | Rolldown: | £0.030 | |
| End Dirty Price: | mark-to-market | £89.791 | Variation: | £0.821 |
| mark-to-model | £89.733 | Unexplained: | £0.013 |