TE28 - 4 3/8% Treasury Gilt 2028
Performance Attribution
All figures displayed assume a T+1 settlement date.
| Start Dirty Price: | mark-to-market | £101.493 | Carry: | £0.325 |
|---|---|---|---|---|
| mark-to-model | £101.732 | Rolldown: | £0.011 | |
| End Dirty Price: | mark-to-market | £101.679 | Variation: | £-0.144 |
| mark-to-model | £101.935 | Unexplained: | £-0.006 |