TG28 - 1 5/8% Treasury Gilt 2028
Performance Attribution
All figures displayed assume a T+1 settlement date.
| Start Dirty Price: | mark-to-market | £94.568 | Carry: | £0.306 |
|---|---|---|---|---|
| mark-to-model | £94.552 | Rolldown: | £0.017 | |
| End Dirty Price: | mark-to-market | £94.981 | Variation: | £0.107 |
| mark-to-model | £94.993 | Unexplained: | £-0.017 |