T4Q - 4¼% Treasury Stock 2036
Performance Attribution
All figures displayed assume a T+1 settlement date.
| Start Dirty Price: | mark-to-market | £98.767 | Carry: | £0.348 |
|---|---|---|---|---|
| mark-to-model | £99.047 | Rolldown: | £0.063 | |
| End Dirty Price: | mark-to-market | £98.322 | Variation: | £-0.957 |
| mark-to-model | £98.537 | Unexplained: | £0.102 |