T4Q - 4¼% Treasury Stock 2036
Performance Attribution
All figures displayed assume a T+1 settlement date.
| Start Dirty Price: | mark-to-market | £96.473 | Carry: | £0.366 |
|---|---|---|---|---|
| mark-to-model | £96.505 | Rolldown: | £0.058 | |
| End Dirty Price: | mark-to-market | £97.510 | Variation: | £0.633 |
| mark-to-model | £97.574 | Unexplained: | £-0.020 |