TE28 - 4 3/8% Treasury Gilt 2028
Performance Attribution
All figures displayed assume a T+1 settlement date.
| Start Dirty Price: | mark-to-market | £101.071 | Carry: | £0.287 |
|---|---|---|---|---|
| mark-to-model | £101.395 | Rolldown: | £0.012 | |
| End Dirty Price: | mark-to-market | £101.670 | Variation: | £0.239 |
| mark-to-model | £101.942 | Unexplained: | £0.062 |