T4Q - 4¼% Treasury Stock 2036
Performance Attribution
All figures displayed assume a T+1 settlement date.
| Start Dirty Price: | mark-to-market | £95.586 | Carry: | £0.335 |
|---|---|---|---|---|
| mark-to-model | £95.833 | Rolldown: | £0.070 | |
| End Dirty Price: | mark-to-market | £97.515 | Variation: | £1.520 |
| mark-to-model | £97.771 | Unexplained: | £0.003 |