TS28 - 4½% Treasury Gilt 2028

Performance Attribution
All figures displayed assume a T+1 settlement date.
Start Dirty Price: mark-to-market £100.663 Carry: £0.324
mark-to-model £100.905 Rolldown: £0.013
End Dirty Price: mark-to-market £100.822 Variation: £-0.175
mark-to-model £101.078 Unexplained: £-0.003