TN28 - 0 1/8% Treasury Gilt 2028
Performance Attribution
All figures displayed assume a T+1 settlement date.
| Start Dirty Price: | mark-to-market | £93.753 | Carry: | £0.255 |
|---|---|---|---|---|
| mark-to-model | £93.472 | Rolldown: | £0.013 | |
| End Dirty Price: | mark-to-market | £93.563 | Variation: | £-0.333 |
| mark-to-model | £93.416 | Unexplained: | £-0.125 |