TS29 - 4 1/8% Treasury Gilt 2029
Performance Attribution
All figures displayed assume a T+1 settlement date.
| Start Dirty Price: | mark-to-market | £100.925 | Carry: | £0.295 |
|---|---|---|---|---|
| mark-to-model | £101.205 | Rolldown: | £0.030 | |
| End Dirty Price: | mark-to-market | £101.749 | Variation: | £0.357 |
| mark-to-model | £101.898 | Unexplained: | £0.141 |