TE28 - 4 3/8% Treasury Gilt 2028
Performance Attribution
All figures displayed assume a T+1 settlement date.
| Start Dirty Price: | mark-to-market | £102.424 | Carry: | £0.285 |
|---|---|---|---|---|
| mark-to-model | £102.811 | Rolldown: | £0.009 | |
| End Dirty Price: | mark-to-market | £102.677 | Variation: | £-0.059 |
| mark-to-model | £103.057 | Unexplained: | £0.017 |