TS28 - 4½% Treasury Gilt 2028
Performance Attribution
All figures displayed assume a T+1 settlement date.
| Start Dirty Price: | mark-to-market | £102.531 | Carry: | £0.314 |
|---|---|---|---|---|
| mark-to-model | £102.790 | Rolldown: | £0.015 | |
| End Dirty Price: | mark-to-market | £102.713 | Variation: | £-0.178 |
| mark-to-model | £102.953 | Unexplained: | £0.029 |