TN28 - 0 1/8% Treasury Gilt 2028
Performance Attribution
All figures displayed assume a T+1 settlement date.
| Start Dirty Price: | mark-to-market | £93.862 | Carry: | £0.288 |
|---|---|---|---|---|
| mark-to-model | £93.783 | Rolldown: | £0.011 | |
| End Dirty Price: | mark-to-market | £94.312 | Variation: | £0.064 |
| mark-to-model | £94.156 | Unexplained: | £0.087 |