TG28 - 1 5/8% Treasury Gilt 2028
Performance Attribution
All figures displayed assume a T+1 settlement date.
| Start Dirty Price: | mark-to-market | £96.035 | Carry: | £0.272 |
|---|---|---|---|---|
| mark-to-model | £95.920 | Rolldown: | £0.015 | |
| End Dirty Price: | mark-to-market | £94.443 | Variation: | £-1.883 |
| mark-to-model | £94.336 | Unexplained: | £0.004 |