TS28 - 4½% Treasury Gilt 2028
Performance Attribution
All figures displayed assume a T+1 settlement date.
| Start Dirty Price: | mark-to-market | £102.561 | Carry: | £0.262 |
|---|---|---|---|---|
| mark-to-model | £102.738 | Rolldown: | £0.017 | |
| End Dirty Price: | mark-to-market | £102.447 | Variation: | £-0.406 |
| mark-to-model | £102.633 | Unexplained: | £0.012 |