TG28 - 1 5/8% Treasury Gilt 2028
Performance Attribution
All figures displayed assume a T+1 settlement date.
| Start Dirty Price: | mark-to-market | £94.148 | Carry: | £0.306 |
|---|---|---|---|---|
| mark-to-model | £94.040 | Rolldown: | £0.014 | |
| End Dirty Price: | mark-to-market | £93.725 | Variation: | £-0.622 |
| mark-to-model | £93.760 | Unexplained: | £-0.120 |