TE28 - 4 3/8% Treasury Gilt 2028
Performance Attribution
All figures displayed assume a T+1 settlement date.
| Start Dirty Price: | mark-to-market | £100.746 | Carry: | £0.325 |
|---|---|---|---|---|
| mark-to-model | £100.990 | Rolldown: | £0.008 | |
| End Dirty Price: | mark-to-market | £100.586 | Variation: | £-0.417 |
| mark-to-model | £100.942 | Unexplained: | £-0.075 |