TE28 - 4 3/8% Treasury Gilt 2028
Performance Attribution
All figures displayed assume a T+1 settlement date.
| Start Dirty Price: | mark-to-market | £103.173 | Carry: | £-1.877 |
|---|---|---|---|---|
| mark-to-model | £103.536 | Rolldown: | £0.011 | |
| End Dirty Price: | mark-to-market | £100.814 | Variation: | £-0.474 |
| mark-to-model | £101.207 | Unexplained: | £-0.019 |