T4Q - 4¼% Treasury Stock 2036
Performance Attribution
All figures displayed assume a T+1 settlement date.
| Start Dirty Price: | mark-to-market | £95.481 | Carry: | £0.383 |
|---|---|---|---|---|
| mark-to-model | £95.526 | Rolldown: | £0.054 | |
| End Dirty Price: | mark-to-market | £95.809 | Variation: | £-0.176 |
| mark-to-model | £95.800 | Unexplained: | £0.068 |