TS29 - 4 1/8% Treasury Gilt 2029
Performance Attribution
All figures displayed assume a T+1 settlement date.
| Start Dirty Price: | mark-to-market | £101.264 | Carry: | £-1.727 |
|---|---|---|---|---|
| mark-to-model | £101.482 | Rolldown: | £0.022 | |
| End Dirty Price: | mark-to-market | £99.203 | Variation: | £-0.327 |
| mark-to-model | £99.461 | Unexplained: | £-0.028 |