TS29 - 4 1/8% Treasury Gilt 2029
Performance Attribution
All figures displayed assume a T+1 settlement date.
| Start Dirty Price: | mark-to-market | £102.358 | Carry: | £0.304 |
|---|---|---|---|---|
| mark-to-model | £102.523 | Rolldown: | £0.028 | |
| End Dirty Price: | mark-to-market | £102.437 | Variation: | £-0.287 |
| mark-to-model | £102.599 | Unexplained: | £0.034 |