TG28 - 1 5/8% Treasury Gilt 2028
Performance Attribution
All figures displayed assume a T+1 settlement date.
| Start Dirty Price: | mark-to-market | £94.034 | Carry: | £0.325 |
|---|---|---|---|---|
| mark-to-model | £94.024 | Rolldown: | £0.015 | |
| End Dirty Price: | mark-to-market | £94.372 | Variation: | £0.035 |
| mark-to-model | £94.411 | Unexplained: | £-0.038 |