TS28 - 4½% Treasury Gilt 2028
Performance Attribution
All figures displayed assume a T+1 settlement date.
| Start Dirty Price: | mark-to-market | £102.392 | Carry: | £0.299 |
|---|---|---|---|---|
| mark-to-model | £102.584 | Rolldown: | £0.012 | |
| End Dirty Price: | mark-to-market | £102.778 | Variation: | £0.019 |
| mark-to-model | £102.934 | Unexplained: | £0.055 |