TG28 - 1 5/8% Treasury Gilt 2028
Performance Attribution
All figures displayed assume a T+1 settlement date.
| Start Dirty Price: | mark-to-market | £94.369 | Carry: | £-0.543 |
|---|---|---|---|---|
| mark-to-model | £94.108 | Rolldown: | £0.019 | |
| End Dirty Price: | mark-to-market | £94.071 | Variation: | £0.271 |
| mark-to-model | £93.865 | Unexplained: | £-0.046 |