T4Q - 4¼% Treasury Stock 2036
Performance Attribution
All figures displayed assume a T+1 settlement date.
| Start Dirty Price: | mark-to-market | £95.862 | Carry: | £0.364 |
|---|---|---|---|---|
| mark-to-model | £96.045 | Rolldown: | £0.056 | |
| End Dirty Price: | mark-to-market | £93.622 | Variation: | £-2.907 |
| mark-to-model | £93.597 | Unexplained: | £0.247 |