TN28 - 0 1/8% Treasury Gilt 2028
Performance Attribution
All figures displayed assume a T+1 settlement date.
| Start Dirty Price: | mark-to-market | £91.888 | Carry: | £0.259 |
|---|---|---|---|---|
| mark-to-model | £91.699 | Rolldown: | £0.010 | |
| End Dirty Price: | mark-to-market | £92.428 | Variation: | £0.219 |
| mark-to-model | £92.196 | Unexplained: | £0.052 |