TS28 - 4½% Treasury Gilt 2028
Performance Attribution
All figures displayed assume a T+1 settlement date.
| Start Dirty Price: | mark-to-market | £103.141 | Carry: | £0.282 |
|---|---|---|---|---|
| mark-to-model | £103.297 | Rolldown: | £0.010 | |
| End Dirty Price: | mark-to-market | £101.672 | Variation: | £-1.687 |
| mark-to-model | £101.913 | Unexplained: | £-0.073 |