T4Q - 4¼% Treasury Stock 2036
Performance Attribution
All figures displayed assume a T+1 settlement date.
| Start Dirty Price: | mark-to-market | £98.780 | Carry: | £-1.803 |
|---|---|---|---|---|
| mark-to-model | £98.975 | Rolldown: | £0.063 | |
| End Dirty Price: | mark-to-market | £96.723 | Variation: | £-0.388 |
| mark-to-model | £96.871 | Unexplained: | £0.071 |