TN28 - 0 1/8% Treasury Gilt 2028
Performance Attribution
All figures displayed assume a T+1 settlement date.
| Start Dirty Price: | mark-to-market | £93.697 | Carry: | £0.208 |
|---|---|---|---|---|
| mark-to-model | £93.359 | Rolldown: | £0.007 | |
| End Dirty Price: | mark-to-market | £93.886 | Variation: | £0.029 |
| mark-to-model | £93.621 | Unexplained: | £-0.056 |