TE28 - 4 3/8% Treasury Gilt 2028
Performance Attribution
All figures displayed assume a T+1 settlement date.
| Start Dirty Price: | mark-to-market | £103.051 | Carry: | £0.300 |
|---|---|---|---|---|
| mark-to-model | £103.234 | Rolldown: | £0.009 | |
| End Dirty Price: | mark-to-market | £103.438 | Variation: | £0.028 |
| mark-to-model | £103.590 | Unexplained: | £0.050 |