TE28 - 4 3/8% Treasury Gilt 2028
Performance Attribution
All figures displayed assume a T+1 settlement date.
| Start Dirty Price: | mark-to-market | £102.210 | Carry: | £0.293 |
|---|---|---|---|---|
| mark-to-model | £102.447 | Rolldown: | £0.015 | |
| End Dirty Price: | mark-to-market | £102.426 | Variation: | £-0.104 |
| mark-to-model | £102.681 | Unexplained: | £0.014 |