TS29 - 4 1/8% Treasury Gilt 2029
Performance Attribution
All figures displayed assume a T+1 settlement date.
| Start Dirty Price: | mark-to-market | £101.207 | Carry: | £0.278 |
|---|---|---|---|---|
| mark-to-model | £101.457 | Rolldown: | £0.032 | |
| End Dirty Price: | mark-to-market | £100.986 | Variation: | £-0.567 |
| mark-to-model | £101.211 | Unexplained: | £0.036 |