TG28 - 1 5/8% Treasury Gilt 2028
Performance Attribution
All figures displayed assume a T+1 settlement date.
| Start Dirty Price: | mark-to-market | £94.638 | Carry: | £0.274 |
|---|---|---|---|---|
| mark-to-model | £94.393 | Rolldown: | £0.020 | |
| End Dirty Price: | mark-to-market | £94.771 | Variation: | £-0.176 |
| mark-to-model | £94.539 | Unexplained: | £0.015 |