T4Q - 4¼% Treasury Stock 2036
Performance Attribution
All figures displayed assume a T+1 settlement date.
| Start Dirty Price: | mark-to-market | £99.956 | Carry: | £0.360 |
|---|---|---|---|---|
| mark-to-model | £100.131 | Rolldown: | £0.066 | |
| End Dirty Price: | mark-to-market | £99.782 | Variation: | £-0.659 |
| mark-to-model | £99.922 | Unexplained: | £0.058 |