TN28 - 0 1/8% Treasury Gilt 2028
Performance Attribution
All figures displayed assume a T+1 settlement date.
| Start Dirty Price: | mark-to-market | £94.160 | Carry: | £0.255 |
|---|---|---|---|---|
| mark-to-model | £93.911 | Rolldown: | £0.005 | |
| End Dirty Price: | mark-to-market | £92.891 | Variation: | £-1.350 |
| mark-to-model | £92.830 | Unexplained: | £-0.179 |