TS29 - 4 1/8% Treasury Gilt 2029
Performance Attribution
All figures displayed assume a T+1 settlement date.
| Start Dirty Price: | mark-to-market | £102.322 | Carry: | £-1.770 |
|---|---|---|---|---|
| mark-to-model | £102.644 | Rolldown: | £0.028 | |
| End Dirty Price: | mark-to-market | £100.409 | Variation: | £-0.197 |
| mark-to-model | £100.716 | Unexplained: | £0.025 |