TS28 - 4½% Treasury Gilt 2028
Performance Attribution
All figures displayed assume a T+1 settlement date.
| Start Dirty Price: | mark-to-market | £102.133 | Carry: | £0.290 |
|---|---|---|---|---|
| mark-to-model | £102.437 | Rolldown: | £0.013 | |
| End Dirty Price: | mark-to-market | £102.229 | Variation: | £-0.226 |
| mark-to-model | £102.524 | Unexplained: | £0.020 |