TS28 - 4½% Treasury Gilt 2028
Performance Attribution
All figures displayed assume a T+1 settlement date.
| Start Dirty Price: | mark-to-market | £102.706 | Carry: | £0.316 |
|---|---|---|---|---|
| mark-to-model | £102.948 | Rolldown: | £0.021 | |
| End Dirty Price: | mark-to-market | £103.555 | Variation: | £0.488 |
| mark-to-model | £103.782 | Unexplained: | £0.025 |