TS28 - 4½% Treasury Gilt 2028

Performance Attribution
All figures displayed assume a T+1 settlement date.
Start Dirty Price: mark-to-market £100.757 Carry: £0.345
mark-to-model £101.019 Rolldown: £0.016
End Dirty Price: mark-to-market £101.143 Variation: £-0.017
mark-to-model £101.397 Unexplained: £0.043