TG28 - 1 5/8% Treasury Gilt 2028
Performance Attribution
All figures displayed assume a T+1 settlement date.
| Start Dirty Price: | mark-to-market | £95.441 | Carry: | £0.265 |
|---|---|---|---|---|
| mark-to-model | £95.296 | Rolldown: | £0.022 | |
| End Dirty Price: | mark-to-market | £95.281 | Variation: | £-0.436 |
| mark-to-model | £95.157 | Unexplained: | £-0.011 |