TS29 - 4 1/8% Treasury Gilt 2029
Performance Attribution
All figures displayed assume a T+1 settlement date.
| Start Dirty Price: | mark-to-market | £102.054 | Carry: | £0.276 |
|---|---|---|---|---|
| mark-to-model | £102.262 | Rolldown: | £0.026 | |
| End Dirty Price: | mark-to-market | £99.855 | Variation: | £-2.544 |
| mark-to-model | £100.032 | Unexplained: | £0.042 |