TE28 - 4 3/8% Treasury Gilt 2028
Performance Attribution
All figures displayed assume a T+1 settlement date.
| Start Dirty Price: | mark-to-market | £103.233 | Carry: | £-1.925 |
|---|---|---|---|---|
| mark-to-model | £103.419 | Rolldown: | £0.014 | |
| End Dirty Price: | mark-to-market | £100.964 | Variation: | £-0.367 |
| mark-to-model | £101.162 | Unexplained: | £0.008 |