T4Q - 4¼% Treasury Stock 2036
Performance Attribution
All figures displayed assume a T+1 settlement date.
| Start Dirty Price: | mark-to-market | £98.187 | Carry: | £0.331 |
|---|---|---|---|---|
| mark-to-model | £98.345 | Rolldown: | £0.063 | |
| End Dirty Price: | mark-to-market | £97.321 | Variation: | £-1.315 |
| mark-to-model | £97.437 | Unexplained: | £0.054 |