TR28 - 6% Treasury Stock 2028
Performance Attribution
All figures displayed assume a T+1 settlement date.
| Start Dirty Price: | mark-to-market | £107.903 | Carry: | £0.335 |
|---|---|---|---|---|
| mark-to-model | £107.641 | Rolldown: | £0.027 | |
| End Dirty Price: | mark-to-market | £108.174 | Variation: | £0.002 |
| mark-to-model | £108.016 | Unexplained: | £-0.092 |