TS28 - 4½% Treasury Gilt 2028
Performance Attribution
All figures displayed assume a T+1 settlement date.
| Start Dirty Price: | mark-to-market | £102.197 | Carry: | £0.331 |
|---|---|---|---|---|
| mark-to-model | £102.409 | Rolldown: | £0.010 | |
| End Dirty Price: | mark-to-market | £101.913 | Variation: | £-0.508 |
| mark-to-model | £102.277 | Unexplained: | £-0.117 |