TS28 - 4½% Treasury Gilt 2028
Performance Attribution
All figures displayed assume a T+1 settlement date.
| Start Dirty Price: | mark-to-market | £102.195 | Carry: | £0.330 |
|---|---|---|---|---|
| mark-to-model | £102.426 | Rolldown: | £0.011 | |
| End Dirty Price: | mark-to-market | £102.066 | Variation: | £-0.398 |
| mark-to-model | £102.380 | Unexplained: | £-0.072 |