TS29 - 4 1/8% Treasury Gilt 2029
Performance Attribution
All figures displayed assume a T+1 settlement date.
| Start Dirty Price: | mark-to-market | £100.626 | Carry: | £0.331 |
|---|---|---|---|---|
| mark-to-model | £100.796 | Rolldown: | £0.020 | |
| End Dirty Price: | mark-to-market | £100.178 | Variation: | £-0.722 |
| mark-to-model | £100.436 | Unexplained: | £-0.077 |