TS28 - 4½% Treasury Gilt 2028
Performance Attribution
All figures displayed assume a T+1 settlement date.
| Start Dirty Price: | mark-to-market | £103.463 | Carry: | £-1.926 |
|---|---|---|---|---|
| mark-to-model | £103.838 | Rolldown: | £0.018 | |
| End Dirty Price: | mark-to-market | £101.911 | Variation: | £0.277 |
| mark-to-model | £102.238 | Unexplained: | £0.078 |