TN28 - 0 1/8% Treasury Gilt 2028
Performance Attribution
All figures displayed assume a T+1 settlement date.
Start Dirty Price: | mark-to-market | £91.309 | Carry: | £0.252 |
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mark-to-model | £91.077 | Rolldown: | £0.008 | |
End Dirty Price: | mark-to-market | £91.469 | Variation: | £-0.048 |
mark-to-model | £91.298 | Unexplained: | £-0.051 |