TG28 - 1 5/8% Treasury Gilt 2028
Performance Attribution
All figures displayed assume a T+1 settlement date.
| Start Dirty Price: | mark-to-market | £94.733 | Carry: | £0.326 |
|---|---|---|---|---|
| mark-to-model | £94.770 | Rolldown: | £0.018 | |
| End Dirty Price: | mark-to-market | £95.049 | Variation: | £-0.042 |
| mark-to-model | £95.105 | Unexplained: | £0.014 |