TS29 - 4 1/8% Treasury Gilt 2029
Performance Attribution
All figures displayed assume a T+1 settlement date.
| Start Dirty Price: | mark-to-market | £100.997 | Carry: | £0.346 |
|---|---|---|---|---|
| mark-to-model | £101.226 | Rolldown: | £0.024 | |
| End Dirty Price: | mark-to-market | £101.660 | Variation: | £0.234 |
| mark-to-model | £101.841 | Unexplained: | £0.059 |