T28 - 0 1/8% Index-linked Treasury Gilt 2028
Performance Attribution
All figures displayed assume a T+1 settlement date.
| Start Dirty Price: | mark-to-market | £89.902 | Carry: | £0.271 |
|---|---|---|---|---|
| mark-to-model | £89.902 | Rolldown: | £0.017 | |
| End Dirty Price: | mark-to-market | £89.675 | Variation: | £-0.524 |
| mark-to-model | £89.675 | Unexplained: | £0.009 |