TS29 - 4 1/8% Treasury Gilt 2029
Performance Attribution
All figures displayed assume a T+1 settlement date.
| Start Dirty Price: | mark-to-market | £100.990 | Carry: | £0.308 |
|---|---|---|---|---|
| mark-to-model | £101.214 | Rolldown: | £0.028 | |
| End Dirty Price: | mark-to-market | £101.425 | Variation: | £0.060 |
| mark-to-model | £101.640 | Unexplained: | £0.039 |