TR29 - 0 7/8% Treasury Gilt 2029
Performance Attribution
All figures displayed assume a T+1 settlement date.
| Start Dirty Price: | mark-to-market | £89.741 | Carry: | £0.317 |
|---|---|---|---|---|
| mark-to-model | £89.744 | Rolldown: | £0.025 | |
| End Dirty Price: | mark-to-market | £90.020 | Variation: | £-0.044 |
| mark-to-model | £90.075 | Unexplained: | £-0.020 |