TN28 - 0 1/8% Treasury Gilt 2028
Performance Attribution
All figures displayed assume a T+1 settlement date.
| Start Dirty Price: | mark-to-market | £94.217 | Carry: | £0.256 |
|---|---|---|---|---|
| mark-to-model | £94.082 | Rolldown: | £0.012 | |
| End Dirty Price: | mark-to-market | £94.476 | Variation: | £-0.011 |
| mark-to-model | £94.371 | Unexplained: | £0.002 |