TS29 - 4 1/8% Treasury Gilt 2029
Performance Attribution
All figures displayed assume a T+1 settlement date.
| Start Dirty Price: | mark-to-market | £99.407 | Carry: | £0.342 |
|---|---|---|---|---|
| mark-to-model | £99.619 | Rolldown: | £0.024 | |
| End Dirty Price: | mark-to-market | £99.507 | Variation: | £-0.247 |
| mark-to-model | £99.750 | Unexplained: | £-0.020 |