TS29 - 4 1/8% Treasury Gilt 2029
Performance Attribution
All figures displayed assume a T+1 settlement date.
| Start Dirty Price: | mark-to-market | £101.116 | Carry: | £0.313 |
|---|---|---|---|---|
| mark-to-model | £101.385 | Rolldown: | £0.033 | |
| End Dirty Price: | mark-to-market | £100.663 | Variation: | £-0.786 |
| mark-to-model | £100.955 | Unexplained: | £-0.012 |