TN28 - 0 1/8% Treasury Gilt 2028
Performance Attribution
All figures displayed assume a T+1 settlement date.
| Start Dirty Price: | mark-to-market | £91.861 | Carry: | £0.273 |
|---|---|---|---|---|
| mark-to-model | £91.663 | Rolldown: | £0.009 | |
| End Dirty Price: | mark-to-market | £91.732 | Variation: | £-0.423 |
| mark-to-model | £91.533 | Unexplained: | £0.011 |