T4Q - 4¼% Treasury Stock 2036
Performance Attribution
All figures displayed assume a T+1 settlement date.
| Start Dirty Price: | mark-to-market | £98.682 | Carry: | £-1.754 |
|---|---|---|---|---|
| mark-to-model | £98.859 | Rolldown: | £0.073 | |
| End Dirty Price: | mark-to-market | £94.855 | Variation: | £-2.067 |
| mark-to-model | £95.124 | Unexplained: | £-0.079 |