TN28 - 0 1/8% Treasury Gilt 2028
Performance Attribution
All figures displayed assume a T+1 settlement date.
| Start Dirty Price: | mark-to-market | £92.866 | Carry: | £0.265 |
|---|---|---|---|---|
| mark-to-model | £92.655 | Rolldown: | £0.013 | |
| End Dirty Price: | mark-to-market | £93.217 | Variation: | £-0.088 |
| mark-to-model | £92.872 | Unexplained: | £0.161 |