TN28 - 0 1/8% Treasury Gilt 2028
Performance Attribution
All figures displayed assume a T+1 settlement date.
| Start Dirty Price: | mark-to-market | £93.366 | Carry: | £0.299 |
|---|---|---|---|---|
| mark-to-model | £93.266 | Rolldown: | £0.008 | |
| End Dirty Price: | mark-to-market | £93.306 | Variation: | £-0.314 |
| mark-to-model | £93.269 | Unexplained: | £-0.051 |