TS28 - 4½% Treasury Gilt 2028
Performance Attribution
All figures displayed assume a T+1 settlement date.
| Start Dirty Price: | mark-to-market | £100.466 | Carry: | £0.323 |
|---|---|---|---|---|
| mark-to-model | £100.735 | Rolldown: | £0.014 | |
| End Dirty Price: | mark-to-market | £100.985 | Variation: | £0.093 |
| mark-to-model | £101.176 | Unexplained: | £0.088 |