T4Q - 4¼% Treasury Stock 2036
Performance Attribution
All figures displayed assume a T+1 settlement date.
| Start Dirty Price: | mark-to-market | £96.051 | Carry: | £0.388 |
|---|---|---|---|---|
| mark-to-model | £95.991 | Rolldown: | £0.054 | |
| End Dirty Price: | mark-to-market | £96.292 | Variation: | £-0.207 |
| mark-to-model | £96.266 | Unexplained: | £0.006 |