TE28 - 4 3/8% Treasury Gilt 2028
Performance Attribution
All figures displayed assume a T+1 settlement date.
| Start Dirty Price: | mark-to-market | £101.580 | Carry: | £0.276 |
|---|---|---|---|---|
| mark-to-model | £101.730 | Rolldown: | £0.006 | |
| End Dirty Price: | mark-to-market | £100.237 | Variation: | £-1.489 |
| mark-to-model | £100.535 | Unexplained: | £-0.136 |