T4Q - 4¼% Treasury Stock 2036
Performance Attribution
All figures displayed assume a T+1 settlement date.
| Start Dirty Price: | mark-to-market | £99.261 | Carry: | £0.338 |
|---|---|---|---|---|
| mark-to-model | £99.354 | Rolldown: | £0.068 | |
| End Dirty Price: | mark-to-market | £94.939 | Variation: | £-4.692 |
| mark-to-model | £95.080 | Unexplained: | £-0.036 |