TG28 - 1 5/8% Treasury Gilt 2028
Performance Attribution
All figures displayed assume a T+1 settlement date.
| Start Dirty Price: | mark-to-market | £94.362 | Carry: | £0.285 |
|---|---|---|---|---|
| mark-to-model | £94.186 | Rolldown: | £0.021 | |
| End Dirty Price: | mark-to-market | £94.119 | Variation: | £-0.599 |
| mark-to-model | £93.902 | Unexplained: | £0.051 |